+1,895.7%
TER vs EAT
+370.1%
+1,525.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.2% | +6.4% | +3.9% |
| 7D | +12.4% | -6.8% | +19.2% | +14.1% |
| 30D | +5.1% | -5.4% | +10.5% | +6.2% |
| 3M | +4.0% | +42.8% | -38.8% | -5.3% |
| 6M | +29.5% | +56.5% | -27.0% | +13.9% |
| YTD | +98.5% | +50.0% | +48.4% | +76.3% |
| 1Y | +234.1% | +38.3% | +195.8% | +199.4% |
| 3Y | +289.0% | +591.6% | -302.6% | +127.1% |
| 5Y | +228.2% | +312.6% | -84.5% | +107.1% |
| 10Y | +1,895.7% | +381.4% | +1,514.2% | +955.4% |
| All | +1,895.7% | +370.1% | +1,525.6% | +955.4% |
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