+1,052.1%
FIX vs EAT
+355.7%
+696.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -2.4% |
| 7D | +17.0% | -7.1% | +24.1% | +19.2% |
| 30D | -30.6% | -2.3% | -28.2% | -30.5% |
| 3M | -35.0% | -19.6% | -15.4% | -31.8% |
| 6M | -44.0% | +46.0% | -90.0% | -50.4% |
| YTD | +21.1% | +37.7% | -16.5% | +8.1% |
| 1Y | +16.3% | +73.8% | -57.5% | -3.1% |
| 3Y | +507.4% | +482.1% | +25.3% | +263.7% |
| 5Y | +1,052.1% | +362.5% | +689.6% | +589.6% |
| All | +1,052.1% | +355.7% | +696.3% | +589.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling