+568.6%
SE vs EAT
+626.0%
-57.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -0.8% | -3.4% |
| 7D | -3.6% | -6.8% | +3.2% | -2.2% |
| 30D | -5.3% | -5.4% | +0.1% | -4.6% |
| 3M | +28.1% | +42.8% | -14.7% | +17.7% |
| 6M | +20.7% | +56.5% | -35.9% | +7.3% |
| YTD | -14.8% | +50.0% | -64.8% | -23.7% |
| 1Y | -43.6% | +38.3% | -81.8% | -48.9% |
| 3Y | +184.2% | +591.6% | -407.4% | +73.4% |
| 5Y | -66.3% | +312.6% | -378.9% | -78.1% |
| All | +568.6% | +626.0% | -57.5% | +303.2% |
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