+189.3%
TECH vs EAT
+320.8%
-131.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +0.1% | -4.0% | +4.1% | +0.7% |
| 30D | +0.5% | -2.9% | +3.4% | +0.7% |
| 3M | +1.1% | -16.9% | +18.0% | +3.2% |
| 6M | +62.8% | +57.0% | +5.9% | +51.9% |
| YTD | +24.5% | +38.2% | -13.7% | +17.6% |
| 1Y | +20.6% | +69.3% | -48.6% | +10.8% |
| 3Y | +29.5% | +483.0% | -453.5% | -0.1% |
| 5Y | -40.9% | +364.1% | -405.1% | -54.5% |
| All | +189.3% | +320.8% | -131.5% | +125.2% |
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