+94.6%
F vs EAT
+389.7%
-295.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.3% |
| 7D | +5.3% | 0.0% | +5.3% | +5.3% |
| 30D | +4.6% | +1.9% | +2.7% | +3.7% |
| 3M | -3.7% | +68.7% | -72.3% | -16.6% |
| 6M | +16.8% | +66.9% | -50.1% | +0.3% |
| YTD | +15.3% | +60.4% | -45.1% | -0.2% |
| 1Y | +31.0% | +44.0% | -13.0% | +15.7% |
| 3Y | +45.4% | +604.7% | -559.2% | -20.8% |
| 5Y | +54.7% | +347.0% | -292.4% | -9.7% |
| All | +94.6% | +389.7% | -295.1% | -2.0% |
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