+18.9%
COMP vs EAT
+37.5%
-18.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | +0.4% |
| 7D | +1.4% | 0.0% | +1.4% | +1.3% |
| 30D | -13.3% | +1.9% | -15.2% | -14.2% |
| 3M | +41.1% | +68.7% | -27.5% | +20.7% |
| 6M | +17.2% | +66.9% | -49.7% | +1.2% |
| YTD | +5.2% | +60.4% | -55.2% | -9.3% |
| 1Y | +18.9% | +44.0% | -25.1% | -6.9% |
| All | +18.9% | +37.5% | -18.5% | -6.9% |
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