+174.8%
EXE vs EAT
+216.3%
-41.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -1.3% |
| 7D | -2.7% | -6.8% | +4.1% | -2.1% |
| 30D | -0.4% | -5.4% | +5.0% | 0.0% |
| 3M | +9.5% | +42.8% | -33.3% | +5.4% |
| 6M | -9.3% | +56.5% | -65.9% | -13.9% |
| YTD | -10.9% | +50.0% | -60.9% | -15.3% |
| 1Y | +4.3% | +38.3% | -34.0% | -0.2% |
| 3Y | +18.8% | +591.6% | -572.8% | -7.5% |
| 5Y | +101.4% | +312.6% | -211.2% | +62.8% |
| All | +174.8% | +216.3% | -41.4% | +133.2% |
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