+3,800.0%
FIX vs EAT
+375.0%
+3,425.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -1.5% | +10.9% | +9.8% |
| 7D | -7.2% | -3.9% | -3.3% | -6.7% |
| 30D | -35.1% | +5.0% | -40.1% | -36.2% |
| 3M | -34.3% | -9.6% | -24.6% | -33.2% |
| 6M | -42.9% | +46.8% | -89.7% | -49.1% |
| YTD | +19.5% | +41.8% | -22.4% | +6.7% |
| 1Y | +16.8% | +98.3% | -81.5% | -4.6% |
| 3Y | +506.7% | +503.1% | +3.7% | +267.3% |
| 5Y | +1,046.7% | +356.7% | +690.0% | +604.9% |
| 10Y | +3,800.0% | +349.8% | +3,450.2% | +2,236.8% |
| All | +3,800.0% | +375.0% | +3,425.0% | +2,236.8% |
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 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