+193.4%
NI vs EAT
+320.8%
-127.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.5% |
| 7D | +4.3% | -4.0% | +8.3% | +4.7% |
| 30D | +12.4% | -2.9% | +15.3% | +12.5% |
| 3M | +10.2% | -16.9% | +27.1% | +11.8% |
| 6M | -0.8% | +57.0% | -57.8% | -5.7% |
| YTD | +13.2% | +38.2% | -25.0% | +8.4% |
| 1Y | +10.1% | +69.3% | -59.2% | +3.1% |
| 3Y | +103.1% | +483.0% | -379.9% | +64.3% |
| 5Y | +115.5% | +364.1% | -248.6% | +73.9% |
| All | +193.4% | +320.8% | -127.4% | +108.8% |
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