+217.0%
W vs EAT
+328.6%
-111.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.1% | +0.4% | -2.0% |
| 7D | +1.1% | -5.9% | +7.0% | +3.9% |
| 30D | +6.4% | +0.7% | +5.8% | +5.7% |
| 3M | +9.0% | -14.2% | +23.2% | +14.3% |
| 6M | +69.8% | +40.7% | +29.1% | +42.3% |
| YTD | +12.1% | +36.0% | -23.9% | -5.8% |
| 1Y | 0.0% | +83.1% | -83.0% | -26.4% |
| 3Y | +160.3% | +474.8% | -314.5% | +16.6% |
| 5Y | -53.3% | +347.6% | -400.9% | -77.3% |
| 10Y | +217.0% | +321.5% | -104.6% | +25.8% |
| All | +217.0% | +328.6% | -111.6% | +25.8% |
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