+3,553.2%
FIX vs EAT
+320.8%
+3,232.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.7% | -1.5% |
| 7D | +9.4% | -4.0% | +13.4% | +10.5% |
| 30D | -27.8% | -2.9% | -24.9% | -27.5% |
| 3M | -35.6% | -16.9% | -18.7% | -33.0% |
| 6M | -45.2% | +57.0% | -102.2% | -51.9% |
| YTD | +19.5% | +38.2% | -18.7% | +7.4% |
| 1Y | +24.2% | +69.3% | -45.0% | +5.8% |
| 3Y | +494.2% | +483.0% | +11.2% | +263.0% |
| 5Y | +1,036.1% | +364.1% | +672.0% | +596.4% |
| All | +3,553.2% | +320.8% | +3,232.4% | +2,133.1% |
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