+65.2%
PR vs EAT
+378.4%
-313.2%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.9% | +4.8% | +2.9% |
| 7D | -16.4% | -2.6% | -13.8% | -15.8% |
| 30D | -1.9% | +11.5% | -13.4% | -6.5% |
| 3M | +8.0% | -9.1% | +17.1% | +9.6% |
| 6M | +4.1% | +40.4% | -36.3% | -11.6% |
| YTD | +58.7% | +43.9% | +14.8% | +30.2% |
| 1Y | +75.8% | +101.9% | -26.1% | +24.8% |
| 3Y | +73.2% | +489.9% | -416.7% | -28.3% |
| 5Y | +230.1% | +362.6% | -132.5% | +35.6% |
| All | +65.2% | +378.4% | -313.2% | -49.6% |
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