+995.4%
TER vs EAT
+320.8%
+674.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.7% | -5.5% |
| 7D | +14.4% | -4.0% | +18.3% | +15.4% |
| 30D | -30.6% | -2.9% | -27.7% | -30.4% |
| 3M | -39.2% | -16.9% | -22.3% | -37.0% |
| 6M | -31.3% | +57.0% | -88.2% | -39.4% |
| YTD | +29.1% | +38.2% | -9.1% | +16.0% |
| 1Y | +47.4% | +69.3% | -21.8% | +25.8% |
| 3Y | +191.2% | +483.0% | -291.8% | +76.2% |
| 5Y | +74.0% | +364.1% | -290.2% | +7.1% |
| All | +995.4% | +320.8% | +674.6% | +468.2% |
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