+13.3%
A vs EAT
+375.3%
-362.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.6% | +2.2% |
| 7D | -0.1% | -2.6% | +2.6% | +0.3% |
| 30D | +3.4% | +11.5% | -8.1% | +1.3% |
| 3M | +23.8% | -9.1% | +32.9% | +25.0% |
| 6M | +49.0% | +40.4% | +8.6% | +38.5% |
| YTD | +29.4% | +43.9% | -14.5% | +18.8% |
| 1Y | +19.4% | +101.9% | -82.6% | +2.4% |
| 3Y | +66.2% | +489.9% | -423.7% | +6.6% |
| All | +13.3% | +375.3% | -362.0% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling