+82.5%
O vs EAT
+333.9%
-251.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -0.5% |
| 7D | +0.6% | -8.9% | +9.5% | +2.2% |
| 30D | +9.4% | +3.4% | +6.0% | +8.4% |
| 3M | -2.4% | -9.3% | +6.9% | -1.3% |
| 6M | -1.9% | +43.8% | -45.6% | -9.2% |
| YTD | +10.5% | +39.9% | -29.4% | +1.7% |
| 1Y | +10.0% | +89.7% | -79.7% | -4.8% |
| 3Y | +40.5% | +491.3% | -450.8% | -9.2% |
| 5Y | +10.2% | +365.4% | -355.2% | -28.9% |
| 10Y | +82.5% | +325.9% | -243.4% | -14.4% |
| All | +82.5% | +333.9% | -251.5% | -14.4% |
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