+508.4%
F vs EAT
+10,438.3%
-9,929.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.1% | 0.0% |
| 7D | +1.6% | -2.6% | +4.2% | +2.2% |
| 30D | +2.6% | +11.5% | -8.8% | -0.5% |
| 3M | -8.8% | -9.1% | +0.3% | -7.4% |
| 6M | +4.6% | +40.4% | -35.8% | -5.9% |
| YTD | -1.9% | +43.9% | -45.8% | -13.3% |
| 1Y | -0.8% | +101.9% | -102.7% | -20.2% |
| 3Y | +43.5% | +489.9% | -446.4% | -17.4% |
| 5Y | -12.1% | +362.6% | -374.7% | -48.1% |
| 10Y | +83.6% | +385.7% | -302.0% | -10.9% |
| All | +508.4% | +10,438.3% | -9,929.9% | +24.8% |
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