+615.0%
F vs EAT
+11,644.8%
-11,029.8%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.6% |
| 3M | -3.7% | +68.7% | -72.3% | -16.7% |
| 6M | +16.8% | +66.9% | -50.1% | +0.1% |
| YTD | +15.3% | +60.4% | -45.1% | -0.4% |
| 1Y | +31.0% | +44.0% | -13.0% | +15.4% |
| 3Y | +45.4% | +604.7% | -559.2% | -20.0% |
| 5Y | +54.7% | +347.0% | -292.4% | -8.1% |
| 10Y | +98.2% | +390.8% | -292.5% | -3.7% |
| All | +615.0% | +11,644.8% | -11,029.8% | +43.2% |
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 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