+485.4%
P vs EAT
+411.7%
+73.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.2% |
| 7D | +6.5% | 0.0% | +6.5% | +6.5% |
| 30D | +18.8% | +1.9% | +17.0% | +17.6% |
| 3M | +26.7% | +68.7% | -41.9% | +7.8% |
| 6M | +62.2% | +66.9% | -4.7% | +36.6% |
| YTD | +48.5% | +60.4% | -11.9% | +26.1% |
| 1Y | +26.4% | +44.0% | -17.6% | +10.1% |
| 3Y | +159.4% | +604.7% | -445.3% | +34.4% |
| 5Y | +275.8% | +347.0% | -71.2% | +110.4% |
| 10Y | +732.0% | +390.8% | +341.3% | +241.8% |
| All | +485.4% | +411.7% | +73.7% | +139.4% |
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 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