+35,474.9%
LOW vs EAT
+11,644.8%
+23,830.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.1% |
| 7D | -1.7% | 0.0% | -1.7% | -1.8% |
| 30D | -7.0% | +1.9% | -8.9% | -7.9% |
| 3M | -0.9% | +68.7% | -69.5% | -14.4% |
| 6M | -20.1% | +66.9% | -87.0% | -31.5% |
| YTD | -13.9% | +60.4% | -74.3% | -25.8% |
| 1Y | -21.1% | +44.0% | -65.1% | -30.7% |
| 3Y | -6.6% | +604.7% | -611.3% | -49.7% |
| 5Y | +9.4% | +347.0% | -337.7% | -37.2% |
| 10Y | +220.5% | +390.8% | -170.3% | +45.1% |
| All | +35,474.9% | +11,644.8% | +23,830.1% | +4,463.2% |
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