+707.9%
P vs EAT
+375.0%
+332.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.5% | +7.8% | +6.7% |
| 7D | -9.6% | -3.9% | -5.7% | -8.7% |
| 30D | -33.4% | +5.0% | -38.4% | -34.6% |
| 3M | +14.2% | -9.6% | +23.8% | +15.8% |
| 6M | +31.6% | +46.8% | -15.2% | +14.9% |
| YTD | +53.5% | +41.8% | +11.7% | +33.4% |
| 1Y | +14.2% | +98.3% | -84.1% | -10.2% |
| 3Y | +190.5% | +503.1% | -312.5% | +54.8% |
| 5Y | +256.3% | +356.7% | -100.3% | +94.8% |
| 10Y | +707.9% | +349.8% | +358.1% | +227.4% |
| All | +707.9% | +375.0% | +332.9% | +227.4% |
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