+5,261.3%
O vs EAT
+2,777.6%
+2,483.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.0% | -0.2% |
| 7D | -0.4% | -7.1% | +6.7% | +1.1% |
| 30D | +8.3% | -2.3% | +10.6% | +8.4% |
| 3M | -4.0% | -19.6% | +15.7% | -0.2% |
| 6M | -2.6% | +46.0% | -48.7% | -11.3% |
| YTD | +9.9% | +37.7% | -27.8% | +0.1% |
| 1Y | +9.8% | +73.8% | -63.9% | -5.1% |
| 3Y | +39.7% | +482.1% | -442.3% | -12.5% |
| 5Y | +9.2% | +362.5% | -353.3% | -32.2% |
| 10Y | +81.5% | +319.3% | -237.8% | -4.8% |
| All | +5,261.3% | +2,777.6% | +2,483.7% | +1,593.1% |
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