+162.2%
W vs EAT
+370.1%
-207.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +1.5% |
| 7D | +5.9% | -6.8% | +12.7% | +9.0% |
| 30D | -3.0% | -5.4% | +2.3% | -1.6% |
| 3M | +40.3% | +42.8% | -2.4% | +18.5% |
| 6M | +32.2% | +56.5% | -24.3% | +5.5% |
| YTD | -0.3% | +50.0% | -50.3% | -18.9% |
| 1Y | +16.2% | +38.3% | -22.1% | -3.4% |
| 3Y | +40.7% | +591.6% | -550.9% | -41.3% |
| 5Y | -62.3% | +312.6% | -375.0% | -81.4% |
| 10Y | +162.2% | +381.4% | -219.2% | +2.4% |
| All | +162.2% | +370.1% | -207.8% | +2.4% |
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