+6,262.5%
IT vs EAT
+2,370.5%
+3,892.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.9% | -0.7% | +1.6% |
| 7D | -6.8% | -8.9% | +2.1% | -5.0% |
| 30D | -0.6% | +3.4% | -4.0% | -1.6% |
| 3M | +3.1% | -9.3% | +12.4% | +4.3% |
| 6M | +25.5% | +43.8% | -18.3% | +14.1% |
| YTD | -23.5% | +39.9% | -63.4% | -31.0% |
| 1Y | -16.6% | +89.7% | -106.4% | -30.0% |
| 3Y | -53.1% | +491.3% | -544.4% | -70.8% |
| 5Y | -41.4% | +365.4% | -406.8% | -63.1% |
| 10Y | +90.9% | +325.9% | -235.0% | +3.4% |
| All | +6,262.5% | +2,370.5% | +3,892.0% | +1,892.8% |
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