+100.0%
IT vs EAT
+374.9%
-275.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.0% | +6.3% | +5.5% |
| 7D | -3.7% | -7.7% | +4.0% | -2.1% |
| 30D | +0.1% | -13.6% | +13.7% | +2.9% |
| 3M | +20.7% | +33.9% | -13.2% | +13.0% |
| 6M | +12.0% | +47.2% | -35.2% | +1.5% |
| YTD | -28.8% | +48.1% | -76.9% | -35.9% |
| 1Y | -25.5% | +33.7% | -59.2% | -31.9% |
| 3Y | -48.8% | +595.8% | -644.5% | -68.9% |
| 5Y | -42.7% | +314.4% | -357.1% | -62.8% |
| All | +100.0% | +374.9% | -275.0% | +3.7% |
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