+12.4%
O vs EAT
+368.3%
-356.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +0.9% |
| 7D | +3.3% | -3.9% | +7.3% | +3.6% |
| 30D | +10.3% | +5.0% | +5.4% | +9.8% |
| 3M | -3.5% | -9.6% | +6.2% | -3.0% |
| 6M | -1.3% | +46.8% | -48.0% | -4.4% |
| YTD | +10.3% | +41.8% | -31.5% | +6.7% |
| 1Y | +10.4% | +98.3% | -87.9% | +3.6% |
| 3Y | +40.0% | +503.1% | -463.1% | +12.8% |
| 5Y | +12.4% | +356.7% | -344.3% | -6.4% |
| All | +12.4% | +368.3% | -356.0% | -6.4% |
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 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