+81.0%
F vs EAT
+375.0%
-294.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.0% |
| 7D | -0.6% | -3.9% | +3.3% | +0.3% |
| 30D | +2.9% | +5.0% | -2.1% | +1.3% |
| 3M | -9.5% | -9.6% | +0.1% | -7.9% |
| 6M | +4.0% | +46.8% | -42.7% | -7.4% |
| YTD | -1.3% | +41.8% | -43.1% | -12.3% |
| 1Y | -1.9% | +98.3% | -100.2% | -20.6% |
| 3Y | +53.5% | +503.1% | -449.6% | -13.1% |
| 5Y | -15.1% | +356.7% | -371.8% | -50.6% |
| 10Y | +81.0% | +349.8% | -268.8% | -6.0% |
| All | +81.0% | +375.0% | -294.0% | -6.0% |
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