-44.7%
S vs EAT
+237.0%
-281.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -1.5% | +9.5% | +8.5% |
| 7D | +1.6% | -3.9% | +5.5% | +2.8% |
| 30D | -10.5% | +5.0% | -15.5% | -12.5% |
| 3M | +9.9% | -9.6% | +19.5% | +11.6% |
| 6M | +41.8% | +46.8% | -5.0% | +20.0% |
| YTD | +56.8% | +41.8% | +15.0% | +30.6% |
| 1Y | +39.0% | +98.3% | -59.3% | -0.1% |
| 3Y | +53.8% | +503.1% | -449.2% | -43.0% |
| 5Y | -68.6% | +356.7% | -425.2% | -88.3% |
| All | -44.7% | +237.0% | -281.7% | -78.1% |
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