+649.0%
P vs EAT
+319.3%
+329.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.6% | +4.9% | +3.8% |
| 7D | +17.8% | -7.1% | +24.9% | +20.2% |
| 30D | -29.9% | -2.3% | -27.5% | -29.7% |
| 3M | -1.2% | -19.6% | +18.5% | +3.9% |
| 6M | +32.1% | +46.0% | -13.9% | +15.5% |
| YTD | +64.3% | +37.7% | +26.6% | +44.0% |
| 1Y | +24.3% | +73.8% | -49.5% | +1.7% |
| 3Y | +203.2% | +482.1% | -278.8% | +63.6% |
| 5Y | +290.4% | +362.5% | -72.0% | +112.8% |
| All | +649.0% | +319.3% | +329.7% | +151.0% |
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