+6,045.6%
IT vs EAT
+2,733.5%
+3,312.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.6% | -5.2% | -4.7% |
| 7D | -6.0% | 0.0% | -6.0% | -6.1% |
| 30D | 0.0% | +1.9% | -1.9% | -0.8% |
| 3M | +13.1% | +68.7% | -55.6% | +0.1% |
| 6M | +11.7% | +66.9% | -55.2% | -2.1% |
| YTD | -26.1% | +60.4% | -86.5% | -34.9% |
| 1Y | -21.3% | +44.0% | -65.2% | -29.5% |
| 3Y | -46.7% | +604.7% | -651.4% | -68.0% |
| 5Y | -40.5% | +347.0% | -387.5% | -62.1% |
| 10Y | +103.9% | +390.8% | -286.9% | +7.6% |
| All | +6,045.6% | +2,733.5% | +3,312.1% | +1,778.8% |
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