+479.7%
NDAQ vs EAT
+333.9%
+145.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -0.6% |
| 7D | 0.0% | -8.9% | +8.9% | +1.1% |
| 30D | +16.3% | +3.4% | +12.9% | +15.7% |
| 3M | +15.8% | -9.3% | +25.1% | +16.7% |
| 6M | +24.8% | +43.8% | -19.0% | +18.6% |
| YTD | +14.1% | +39.9% | -25.8% | +8.1% |
| 1Y | +26.5% | +89.7% | -63.2% | +15.2% |
| 3Y | +119.1% | +491.3% | -372.1% | +71.4% |
| 5Y | +70.9% | +365.4% | -294.5% | +33.5% |
| 10Y | +479.7% | +325.9% | +153.8% | +295.8% |
| All | +479.7% | +333.9% | +145.8% | +295.8% |
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 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