+68.0%
COST vs EAT
+585.9%
-517.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -2.5% | -6.2% | +3.7% | -2.1% |
| 30D | -4.4% | -3.0% | -1.4% | -4.3% |
| 3M | -8.1% | +45.6% | -53.7% | -10.5% |
| 6M | -9.2% | +53.5% | -62.8% | -12.3% |
| YTD | +5.1% | +49.6% | -44.5% | +1.7% |
| 1Y | -5.1% | +38.9% | -44.0% | -7.6% |
| All | +68.0% | +585.9% | -517.9% | +33.4% |
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