+1,604.0%
T vs EAT
+9,855.7%
-8,251.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.8% | +1.1% |
| 7D | +2.6% | -5.9% | +8.5% | +3.3% |
| 30D | -1.1% | +0.7% | -1.7% | -1.3% |
| 3M | -7.7% | -14.2% | +6.5% | -6.4% |
| 6M | -10.6% | +40.7% | -51.4% | -15.0% |
| YTD | -7.5% | +36.0% | -43.4% | -12.3% |
| 1Y | -7.4% | +83.1% | -90.5% | -15.6% |
| 3Y | +63.1% | +474.8% | -411.7% | +24.1% |
| 5Y | +55.2% | +347.6% | -292.4% | +18.3% |
| 10Y | +58.8% | +321.5% | -262.7% | +10.2% |
| All | +1,604.0% | +9,855.7% | -8,251.7% | +550.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling