+8,630.0%
TER vs EAT
+10,438.3%
-1,808.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.9% | +5.4% | +3.4% |
| 7D | -20.5% | -2.6% | -17.8% | -19.9% |
| 30D | -47.0% | +11.5% | -58.5% | -49.0% |
| 3M | -43.3% | -9.1% | -34.2% | -42.4% |
| 6M | -42.9% | +40.4% | -83.3% | -49.4% |
| YTD | +12.9% | +43.9% | -31.1% | -2.0% |
| 1Y | +18.2% | +101.9% | -83.8% | -7.6% |
| 3Y | +151.8% | +489.9% | -338.1% | +36.8% |
| 5Y | +54.2% | +362.6% | -308.4% | -13.6% |
| 10Y | +908.2% | +385.7% | +522.5% | +342.8% |
| All | +8,630.0% | +10,438.3% | -1,808.3% | +1,147.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling