+5,059.0%
NI vs EAT
+11,644.8%
-6,585.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | +2.0% | 0.0% | +2.0% | +2.0% |
| 30D | -3.5% | +1.9% | -5.4% | -3.9% |
| 3M | -9.1% | +68.7% | -77.8% | -14.6% |
| 6M | -11.8% | +66.9% | -78.7% | -17.5% |
| YTD | +1.1% | +60.4% | -59.3% | -5.2% |
| 1Y | +6.7% | +44.0% | -37.3% | +1.0% |
| 3Y | +71.1% | +604.7% | -533.6% | +31.8% |
| 5Y | +94.3% | +347.0% | -252.7% | +53.2% |
| 10Y | +135.8% | +390.8% | -255.0% | +66.8% |
| All | +5,059.0% | +11,644.8% | -6,585.8% | +2,301.5% |
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 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