+507.9%
F vs EAT
+9,855.7%
-9,347.8%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | +0.3% |
| 7D | +1.0% | -5.9% | +6.9% | +2.5% |
| 30D | +2.1% | +0.7% | +1.5% | +1.7% |
| 3M | -10.3% | -14.2% | +4.0% | -7.5% |
| 6M | +3.3% | +40.7% | -37.5% | -7.2% |
| YTD | -2.0% | +36.0% | -38.0% | -12.1% |
| 1Y | -2.3% | +83.1% | -85.3% | -19.3% |
| 3Y | +49.9% | +474.8% | -424.9% | -13.2% |
| 5Y | -12.5% | +347.6% | -360.0% | -47.9% |
| 10Y | +74.3% | +321.5% | -247.3% | -12.3% |
| All | +507.9% | +9,855.7% | -9,347.8% | +26.5% |
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