+2,451.3%
EXC vs EAT
+10,438.3%
-7,987.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -1.6% |
| 7D | -1.2% | -2.6% | +1.5% | -0.9% |
| 30D | +10.0% | +11.5% | -1.5% | +8.5% |
| 3M | +1.6% | -9.1% | +10.7% | +2.3% |
| 6M | +3.3% | +40.4% | -37.2% | -1.3% |
| YTD | +7.6% | +43.9% | -36.4% | +1.8% |
| 1Y | +3.5% | +101.9% | -98.5% | -5.9% |
| 3Y | +27.7% | +489.9% | -462.2% | -0.8% |
| 5Y | +41.1% | +362.6% | -321.5% | +9.5% |
| 10Y | +178.2% | +385.7% | -207.5% | +94.3% |
| All | +2,451.3% | +10,438.3% | -7,987.0% | +1,091.1% |
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