+5,831.7%
FIX vs EAT
+392.1%
+5,439.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.8% |
| 7D | +6.0% | 0.0% | +6.0% | +6.0% |
| 30D | -7.2% | +1.9% | -9.1% | -7.9% |
| 3M | -15.9% | +68.7% | -84.5% | -26.8% |
| 6M | +12.7% | +66.9% | -54.2% | -2.3% |
| YTD | +72.8% | +60.4% | +12.4% | +50.7% |
| 1Y | +122.9% | +44.0% | +78.9% | +98.0% |
| 3Y | +774.3% | +604.7% | +169.6% | +410.9% |
| 5Y | +2,049.5% | +347.0% | +1,702.4% | +1,231.2% |
| All | +5,831.7% | +392.1% | +5,439.6% | +3,238.2% |
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 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