+2,340.5%
EXC vs EAT
+11,644.8%
-9,304.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.1% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | -3.7% | +1.9% | -5.6% | -4.1% |
| 3M | -1.3% | +68.7% | -69.9% | -7.2% |
| 6M | -9.7% | +66.9% | -76.6% | -15.5% |
| YTD | +2.9% | +60.4% | -57.5% | -3.5% |
| 1Y | +4.4% | +44.0% | -39.6% | -1.2% |
| 3Y | +22.2% | +604.7% | -582.5% | -6.8% |
| 5Y | +46.7% | +347.0% | -300.3% | +14.5% |
| 10Y | +155.3% | +390.8% | -235.4% | +78.6% |
| All | +2,340.5% | +11,644.8% | -9,304.2% | +1,028.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling