+105.9%
C vs EAT
+361.6%
-255.7%
-40.6%
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% | +1.1% |
| 7D | -2.4% | -2.6% | +0.2% | -1.9% |
| 30D | -6.0% | +11.5% | -17.5% | -8.4% |
| 3M | -10.5% | -9.1% | -1.4% | -9.4% |
| 6M | -5.7% | +40.4% | -46.1% | -13.7% |
| YTD | +4.1% | +43.9% | -39.8% | -5.9% |
| 1Y | +20.5% | +101.9% | -81.5% | +0.4% |
| 3Y | +208.1% | +489.9% | -281.7% | +98.3% |
| All | +105.9% | +361.6% | -255.7% | +32.6% |
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