+488.0%
TEAM vs EAT
+381.2%
+106.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +4.0% | +1.3% |
| 7D | -4.7% | -6.8% | +2.1% | -3.6% |
| 30D | +17.0% | -5.4% | +22.4% | +17.7% |
| 3M | +85.9% | +42.8% | +43.2% | +74.4% |
| 6M | +116.7% | +56.5% | +60.1% | +98.1% |
| YTD | +9.6% | +50.0% | -40.4% | +0.7% |
| 1Y | -2.5% | +38.3% | -40.8% | -9.6% |
| 3Y | -14.0% | +591.6% | -605.6% | -39.3% |
| 5Y | -53.1% | +312.6% | -365.7% | -66.0% |
| All | +488.0% | +381.2% | +106.7% | +313.8% |
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 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