+14,183.4%
TER vs EAT
+11,644.8%
+2,538.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.6% | +4.9% | +5.3% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | -8.3% | +1.9% | -10.2% | -9.0% |
| 3M | -12.2% | +68.7% | -80.9% | -25.2% |
| 6M | +17.1% | +66.9% | -49.8% | -1.5% |
| YTD | +84.7% | +60.4% | +24.3% | +56.9% |
| 1Y | +199.9% | +44.0% | +155.9% | +159.1% |
| 3Y | +232.8% | +604.7% | -371.9% | +72.6% |
| 5Y | +198.6% | +347.0% | -148.5% | +69.5% |
| 10Y | +1,669.7% | +390.8% | +1,279.0% | +684.3% |
| All | +14,183.4% | +11,644.8% | +2,538.6% | +1,898.2% |
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 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