+12,471.5%
FIX vs EAT
+5,347.8%
+7,123.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -27.1% |
| 6M | +12.7% | +66.9% | -54.2% | -2.7% |
| YTD | +72.8% | +60.4% | +12.4% | +50.2% |
| 1Y | +122.9% | +44.0% | +78.9% | +97.3% |
| 3Y | +774.3% | +604.7% | +169.6% | +399.7% |
| 5Y | +2,049.5% | +347.0% | +1,702.4% | +1,207.9% |
| 10Y | +5,821.5% | +390.8% | +5,430.7% | +2,900.3% |
| All | +12,471.5% | +5,347.8% | +7,123.7% | +3,363.2% |
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