+68.4%
T vs EAT
+370.1%
-301.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.2% | +1.5% | -1.5% |
| 7D | -3.1% | -6.8% | +3.7% | -2.5% |
| 30D | +4.6% | -5.4% | +9.9% | +5.0% |
| 3M | +12.2% | +42.8% | -30.5% | +8.3% |
| 6M | -6.5% | +56.5% | -63.0% | -10.9% |
| YTD | +4.9% | +50.0% | -45.1% | +0.1% |
| 1Y | -10.5% | +38.3% | -48.8% | -14.2% |
| 3Y | +104.6% | +591.6% | -487.1% | +61.0% |
| 5Y | +64.2% | +312.6% | -248.4% | +33.2% |
| 10Y | +68.4% | +381.4% | -313.0% | +27.0% |
| All | +68.4% | +370.1% | -301.6% | +27.0% |
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