+334.9%
COMP vs EAT
+503.3%
-168.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -3.5% | -4.6% | -7.2% |
| 7D | -1.8% | -3.3% | +1.5% | -0.8% |
| 30D | -0.8% | +11.7% | -12.4% | -3.9% |
| 3M | -28.1% | -5.9% | -22.2% | -27.7% |
| 6M | +27.0% | +46.7% | -19.7% | +11.8% |
| YTD | -12.8% | +48.2% | -60.9% | -24.1% |
| 1Y | +4.9% | +105.4% | -100.5% | -17.0% |
| All | +334.9% | +503.3% | -168.4% | +1.1% |
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 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