+381.6%
COMP vs EAT
+486.0%
-104.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -2.9% | +13.6% | +11.5% |
| 7D | +13.4% | -2.6% | +16.1% | +14.3% |
| 30D | +11.1% | +11.5% | -0.4% | +7.5% |
| 3M | -18.8% | -9.1% | -9.7% | -17.6% |
| 6M | +10.5% | +40.4% | -29.9% | -1.8% |
| YTD | -3.4% | +43.9% | -47.3% | -15.4% |
| 1Y | +19.7% | +101.9% | -82.3% | -5.0% |
| 3Y | +381.6% | +489.9% | -108.3% | +12.8% |
| All | +381.6% | +486.0% | -104.4% | +12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling