+2,926.4%
V vs EAT
+1,807.0%
+1,119.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | -1.7% | 0.0% | -1.7% | -1.7% |
| 30D | +2.0% | +1.9% | +0.1% | +1.3% |
| 3M | +17.4% | +68.7% | -51.3% | +4.7% |
| 6M | +17.5% | +66.9% | -49.4% | +4.3% |
| YTD | +7.6% | +60.4% | -52.8% | -4.0% |
| 1Y | +7.7% | +44.0% | -36.3% | -2.3% |
| 3Y | +54.7% | +604.7% | -550.0% | -3.9% |
| 5Y | +73.0% | +347.0% | -274.0% | +13.1% |
| 10Y | +390.9% | +390.8% | +0.1% | +166.6% |
| All | +2,926.4% | +1,807.0% | +1,119.4% | +1,047.7% |
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