+66.1%
T vs EAT
+326.5%
-260.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.0% | -0.1% |
| 7D | -1.5% | -4.9% | +3.4% | -1.3% |
| 30D | +7.6% | -1.2% | +8.8% | +7.6% |
| 3M | +15.3% | +52.2% | -36.9% | +12.3% |
| 6M | -8.5% | +65.0% | -73.5% | -11.6% |
| YTD | +6.8% | +55.0% | -48.3% | +3.4% |
| 1Y | -7.2% | +42.1% | -49.3% | -9.8% |
| 3Y | +108.2% | +614.7% | -506.5% | +69.4% |
| 5Y | +66.1% | +322.7% | -256.7% | +36.8% |
| All | +66.1% | +326.5% | -260.4% | +36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling