-54.3%
S vs EAT
+268.4%
-322.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.1% | -1.1% |
| 7D | -5.8% | -4.9% | -0.9% | -4.2% |
| 30D | -9.2% | -1.2% | -8.0% | -9.6% |
| 3M | +23.4% | +52.2% | -28.9% | +5.1% |
| 6M | +36.9% | +65.0% | -28.1% | +10.3% |
| YTD | +29.5% | +55.0% | -25.5% | +5.8% |
| 1Y | +5.4% | +42.1% | -36.6% | -11.8% |
| 3Y | +14.7% | +614.7% | -600.0% | -60.1% |
| 5Y | -71.5% | +322.7% | -394.3% | -89.3% |
| All | -54.3% | +268.4% | -322.7% | -82.2% |
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 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