+1,514.2%
RF vs EAT
+11,644.8%
-10,130.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | +1.3% | 0.0% | +1.3% | +1.3% |
| 30D | -3.6% | +1.9% | -5.5% | -4.6% |
| 3M | +8.1% | +68.7% | -60.6% | -8.8% |
| 6M | +11.5% | +66.9% | -55.4% | -7.1% |
| YTD | +15.6% | +60.4% | -44.8% | -2.8% |
| 1Y | +15.7% | +44.0% | -28.3% | -0.5% |
| 3Y | +86.9% | +604.7% | -517.8% | -7.8% |
| 5Y | +89.8% | +347.0% | -257.2% | +1.3% |
| 10Y | +344.7% | +390.8% | -46.1% | +91.7% |
| All | +1,514.2% | +11,644.8% | -10,130.6% | +230.3% |
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