+196.7%
TECH vs EAT
+375.0%
-178.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.5% | +0.3% |
| 7D | +0.2% | -3.9% | +4.1% | +0.7% |
| 30D | +0.5% | +5.0% | -4.5% | -0.4% |
| 3M | +0.9% | -9.6% | +10.5% | +1.7% |
| 6M | +51.0% | +46.8% | +4.3% | +42.3% |
| YTD | +24.4% | +41.8% | -17.4% | +17.2% |
| 1Y | +27.6% | +98.3% | -70.7% | +14.8% |
| 3Y | +29.9% | +503.1% | -473.1% | -0.2% |
| 5Y | -40.6% | +356.7% | -397.3% | -54.3% |
| 10Y | +196.7% | +349.8% | -153.1% | +130.6% |
| All | +196.7% | +375.0% | -178.3% | +130.6% |
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