-44.9%
S vs EAT
+223.1%
-268.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | +0.9% |
| 7D | +1.4% | -5.9% | +7.3% | +3.3% |
| 30D | -10.8% | +0.7% | -11.5% | -11.6% |
| 3M | +5.4% | -14.2% | +19.6% | +8.8% |
| 6M | +41.2% | +40.7% | +0.5% | +21.1% |
| YTD | +56.2% | +36.0% | +20.2% | +31.8% |
| 1Y | +36.3% | +83.1% | -46.8% | +0.8% |
| 3Y | +49.4% | +474.8% | -425.4% | -43.7% |
| 5Y | -66.9% | +347.6% | -414.5% | -87.6% |
| All | -44.9% | +223.1% | -268.0% | -77.9% |
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