+32.6%
NET vs EAT
+433.1%
-400.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.3% | -8.9% | -4.9% |
| 7D | -16.4% | -0.1% | -16.2% | -16.4% |
| 30D | -25.8% | +13.5% | -39.4% | -30.0% |
| 3M | -11.5% | +1.0% | -12.5% | -13.9% |
| 6M | +18.9% | +57.3% | -38.3% | -4.8% |
| YTD | +35.2% | +53.6% | -18.4% | +6.0% |
| 1Y | +14.5% | +110.8% | -96.3% | -24.0% |
| 3Y | +313.8% | +524.8% | -211.0% | +18.2% |
| 5Y | +32.6% | +416.1% | -383.6% | -64.8% |
| All | +32.6% | +433.1% | -400.5% | -64.8% |
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 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