+55.3%
B vs EAT
+39.9%
+15.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -1.1% |
| 7D | +2.3% | -4.9% | +7.2% | +2.9% |
| 30D | +1.4% | -1.2% | +2.6% | +1.4% |
| 3M | +12.2% | +52.2% | -40.1% | +7.2% |
| 6M | -2.1% | +65.0% | -67.2% | -6.8% |
| YTD | +2.9% | +55.0% | -52.1% | -0.6% |
| 1Y | +55.3% | +42.1% | +13.2% | +48.3% |
| All | +55.3% | +39.9% | +15.4% | +48.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling