+47.8%
AR vs EAT
+657.6%
-609.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | +2.5% | 0.0% | +2.5% | +2.5% |
| 30D | +14.8% | +1.9% | +12.9% | +14.4% |
| 3M | +6.2% | +68.7% | -62.4% | -0.2% |
| 6M | +4.3% | +66.9% | -62.6% | -2.8% |
| YTD | +14.4% | +60.4% | -46.0% | +6.8% |
| 1Y | +21.3% | +44.0% | -22.7% | +15.5% |
| All | +47.8% | +657.6% | -609.8% | +3.0% |
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