+151.5%
EXC vs EAT
+373.3%
-221.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.1% | +1.1% |
| 7D | +1.2% | -4.9% | +6.1% | +1.8% |
| 30D | -2.7% | -1.2% | -1.5% | -2.7% |
| 3M | -1.0% | +52.2% | -53.2% | -5.7% |
| 6M | -9.3% | +65.0% | -74.3% | -14.8% |
| YTD | +3.6% | +55.0% | -51.4% | -2.3% |
| 1Y | +5.9% | +42.1% | -36.2% | +0.5% |
| 3Y | +21.3% | +614.7% | -593.4% | -9.2% |
| 5Y | +46.2% | +322.7% | -276.6% | +13.6% |
| 10Y | +151.5% | +382.0% | -230.6% | +67.9% |
| All | +151.5% | +373.3% | -221.8% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling