+192.5%
TECH vs EAT
+328.6%
-136.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +0.5% |
| 7D | +0.2% | -5.9% | +6.1% | +1.0% |
| 30D | +0.5% | +0.7% | -0.2% | +0.2% |
| 3M | +1.1% | -14.2% | +15.3% | +2.6% |
| 6M | +51.0% | +40.7% | +10.3% | +43.0% |
| YTD | +24.4% | +36.0% | -11.6% | +17.8% |
| 1Y | +27.4% | +83.1% | -55.6% | +15.9% |
| 3Y | +28.5% | +474.8% | -446.3% | -0.7% |
| 5Y | -40.9% | +347.6% | -388.5% | -54.3% |
| 10Y | +192.5% | +321.5% | -129.0% | +127.5% |
| All | +192.5% | +328.6% | -136.1% | +127.5% |
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