+89.2%
IT vs EAT
+320.8%
-231.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | +1.1% | -4.0% | +5.1% | +1.9% |
| 30D | -1.8% | -2.9% | +1.0% | -1.5% |
| 3M | +4.8% | -16.9% | +21.7% | +8.2% |
| 6M | +33.0% | +57.0% | -23.9% | +19.4% |
| YTD | -23.8% | +38.2% | -62.0% | -30.8% |
| 1Y | -16.5% | +69.3% | -85.8% | -27.6% |
| 3Y | -53.6% | +483.0% | -536.6% | -70.8% |
| 5Y | -42.1% | +364.1% | -406.3% | -63.4% |
| All | +89.2% | +320.8% | -231.6% | -5.3% |
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