-30.6%
AR vs EAT
+536.6%
-567.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.0% | -0.2% |
| 7D | -14.3% | -2.6% | -11.6% | -13.9% |
| 30D | +1.4% | +11.5% | -10.0% | -1.4% |
| 3M | +3.4% | -9.1% | +12.5% | +4.5% |
| 6M | -2.1% | +40.4% | -42.5% | -11.1% |
| YTD | +4.7% | +43.9% | -39.2% | -7.0% |
| 1Y | +10.6% | +101.9% | -91.4% | -10.1% |
| 3Y | +24.6% | +489.9% | -465.3% | -25.6% |
| 5Y | +71.9% | +362.6% | -290.8% | +3.1% |
| 10Y | +46.4% | +385.7% | -339.3% | -18.0% |
| All | -30.6% | +536.6% | -567.2% | -64.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling