+87.9%
IT vs EAT
+319.3%
-231.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.4% | -0.8% |
| 7D | -3.7% | -7.1% | +3.4% | -2.2% |
| 30D | -3.1% | -2.3% | -0.8% | -2.9% |
| 3M | +6.3% | -19.6% | +26.0% | +10.4% |
| 6M | +24.8% | +46.0% | -21.3% | +13.7% |
| YTD | -24.4% | +37.7% | -62.0% | -31.2% |
| 1Y | -17.1% | +73.8% | -90.9% | -28.5% |
| 3Y | -53.6% | +482.1% | -535.7% | -70.8% |
| 5Y | -42.5% | +362.5% | -405.0% | -63.6% |
| All | +87.9% | +319.3% | -231.4% | -5.9% |
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