+35.4%
A vs EAT
+637.6%
-602.2%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | -1.9% | 0.0% | -2.0% | -2.0% |
| 30D | +6.9% | +1.9% | +5.0% | +6.4% |
| 3M | +9.2% | +68.7% | -59.4% | +1.6% |
| 6M | +25.7% | +66.9% | -41.2% | +16.7% |
| YTD | +11.5% | +60.4% | -48.9% | +3.8% |
| 1Y | +18.4% | +44.0% | -25.6% | +11.8% |
| All | +35.4% | +637.6% | -602.2% | -8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling