+138.0%
B vs EAT
+361.6%
-223.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +0.8% |
| 7D | +9.6% | -2.6% | +12.2% | +9.9% |
| 30D | +3.5% | +11.5% | -8.0% | +2.5% |
| 3M | -1.6% | -9.1% | +7.5% | -1.0% |
| 6M | -1.7% | +40.4% | -42.1% | -4.9% |
| YTD | -5.3% | +43.9% | -49.3% | -8.7% |
| 1Y | +27.2% | +101.9% | -74.7% | +19.5% |
| 3Y | +166.1% | +489.9% | -323.8% | +124.8% |
| All | +138.0% | +361.6% | -223.7% | +94.1% |
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