+9,741.5%
TER vs EAT
+10,283.2%
-541.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -1.5% | +14.2% | +13.1% |
| 7D | -5.8% | -3.9% | -1.8% | -4.8% |
| 30D | -38.9% | +5.0% | -43.9% | -40.2% |
| 3M | -35.1% | -9.6% | -25.5% | -34.1% |
| 6M | -31.6% | +46.8% | -78.3% | -40.1% |
| YTD | +27.2% | +41.8% | -14.6% | +10.8% |
| 1Y | +35.2% | +98.3% | -63.1% | +6.3% |
| 3Y | +192.8% | +503.1% | -310.3% | +57.9% |
| 5Y | +72.4% | +356.7% | -284.2% | -3.1% |
| 10Y | +1,001.8% | +349.8% | +652.1% | +395.7% |
| All | +9,741.5% | +10,283.2% | -541.6% | +1,311.6% |
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