+336.0%
IR vs EAT
+406.3%
-70.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +2.5% | -4.0% | +6.5% | +3.4% |
| 30D | +9.2% | -2.9% | +12.1% | +9.4% |
| 3M | +0.9% | -16.9% | +17.8% | +4.6% |
| 6M | +19.2% | +57.0% | -37.7% | +5.4% |
| YTD | +7.5% | +38.2% | -30.7% | -3.0% |
| 1Y | +11.7% | +69.3% | -57.5% | -4.3% |
| 3Y | +23.9% | +483.0% | -459.1% | -25.1% |
| 5Y | +46.4% | +364.1% | -317.8% | -11.1% |
| All | +336.0% | +406.3% | -70.3% | +127.0% |
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