+29.7%
Q vs EAT
+67.4%
-37.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.7% |
| 7D | +4.1% | -6.2% | +10.3% | +5.3% |
| 30D | -10.7% | -3.0% | -7.7% | -10.5% |
| 3M | -11.7% | +45.6% | -57.3% | -21.0% |
| 6M | +8.3% | +53.5% | -45.2% | -4.8% |
| YTD | +51.3% | +49.6% | +1.7% | +33.5% |
| All | +29.7% | +67.4% | -37.7% | +15.2% |
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