+252.8%
SPOT vs EAT
+533.6%
-280.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.0% |
| 7D | -3.1% | -7.7% | +4.6% | -1.6% |
| 30D | +7.4% | -13.6% | +21.0% | +10.2% |
| 3M | +8.2% | +33.9% | -25.7% | +1.6% |
| 6M | +2.2% | +47.2% | -45.0% | -6.5% |
| YTD | -9.5% | +48.1% | -57.5% | -17.8% |
| 1Y | -23.8% | +33.7% | -57.5% | -29.9% |
| 3Y | +233.5% | +595.8% | -362.3% | +114.6% |
| 5Y | +112.2% | +314.4% | -202.2% | +44.1% |
| All | +252.8% | +533.6% | -280.8% | +106.7% |
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