+154.1%
MAR vs EAT
+310.8%
-156.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.1% | +1.7% |
| 7D | -0.5% | -6.8% | +6.3% | +1.3% |
| 30D | -4.7% | -5.4% | +0.7% | -3.6% |
| 3M | -15.6% | +42.8% | -58.4% | -24.0% |
| 6M | +1.2% | +56.5% | -55.3% | -12.0% |
| YTD | +7.5% | +50.0% | -42.5% | -5.9% |
| 1Y | +26.6% | +38.3% | -11.6% | +12.6% |
| 3Y | +66.0% | +591.6% | -525.7% | -15.9% |
| 5Y | +154.1% | +312.6% | -158.5% | +40.5% |
| All | +154.1% | +310.8% | -156.7% | +40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling