+8,533.7%
FIX vs EAT
+4,517.9%
+4,015.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.5% | +0.4% |
| 7D | -13.9% | -5.9% | -8.0% | -12.9% |
| 30D | -35.5% | +0.7% | -36.2% | -35.9% |
| 3M | -33.9% | -14.2% | -19.7% | -31.9% |
| 6M | -43.3% | +40.7% | -84.0% | -49.0% |
| YTD | +18.7% | +36.0% | -17.3% | +6.8% |
| 1Y | +13.8% | +83.1% | -69.3% | -5.6% |
| 3Y | +495.0% | +474.8% | +20.1% | +256.9% |
| 5Y | +1,049.0% | +347.6% | +701.5% | +596.3% |
| 10Y | +3,644.4% | +321.5% | +3,322.9% | +1,859.9% |
| All | +8,533.7% | +4,517.9% | +4,015.8% | +2,363.2% |
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