+1,407.5%
RF vs EAT
+10,748.9%
-9,341.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.5% | +1.4% | -1.1% |
| 7D | -1.6% | -3.3% | +1.7% | -0.7% |
| 30D | +5.0% | +11.7% | -6.6% | +1.0% |
| 3M | -10.0% | -5.9% | -4.1% | -9.5% |
| 6M | +3.3% | +46.7% | -43.4% | -10.3% |
| YTD | +7.9% | +48.2% | -40.2% | -7.9% |
| 1Y | +21.2% | +105.4% | -84.2% | -7.1% |
| 3Y | +105.8% | +502.8% | -397.0% | +6.0% |
| 5Y | +43.7% | +376.3% | -332.6% | -25.2% |
| 10Y | +289.4% | +400.0% | -110.6% | +65.6% |
| All | +1,407.5% | +10,748.9% | -9,341.4% | +213.2% |
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 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