+1,402.2%
RF vs EAT
+10,438.3%
-9,036.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.5% |
| 7D | -0.9% | -2.6% | +1.7% | -0.2% |
| 30D | +6.0% | +11.5% | -5.4% | +2.0% |
| 3M | -8.9% | -9.1% | +0.2% | -7.5% |
| 6M | +2.3% | +40.4% | -38.1% | -10.0% |
| YTD | +7.6% | +43.9% | -36.4% | -7.4% |
| 1Y | +21.2% | +101.9% | -80.8% | -6.7% |
| 3Y | +108.5% | +489.9% | -381.3% | +8.1% |
| 5Y | +43.2% | +362.6% | -319.4% | -24.8% |
| 10Y | +288.1% | +385.7% | -97.6% | +66.4% |
| All | +1,402.2% | +10,438.3% | -9,036.0% | +214.8% |
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