+638.0%
XYZ vs EAT
+375.0%
+263.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.5% | +5.1% | +4.1% |
| 7D | +14.9% | -3.9% | +18.8% | +16.7% |
| 30D | +14.7% | +5.0% | +9.7% | +12.4% |
| 3M | +12.1% | -9.6% | +21.7% | +14.4% |
| 6M | +18.3% | +46.8% | -28.4% | +1.1% |
| YTD | +36.1% | +41.8% | -5.8% | +15.6% |
| 1Y | +35.3% | +98.3% | -63.0% | +1.3% |
| 3Y | +73.5% | +503.1% | -429.6% | -15.8% |
| 5Y | -61.6% | +356.7% | -418.3% | -80.1% |
| 10Y | +638.0% | +349.8% | +288.2% | +231.6% |
| All | +638.0% | +375.0% | +263.0% | +231.6% |
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 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