+19.2%
D vs EAT
+39.9%
-20.8%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +3.9% | +0.5% |
| 7D | +0.8% | -4.9% | +5.7% | +0.7% |
| 30D | -0.7% | -1.2% | +0.5% | -0.8% |
| 3M | +2.1% | +52.2% | -50.2% | +2.2% |
| 6M | +6.8% | +65.0% | -58.2% | +7.0% |
| YTD | +16.5% | +55.0% | -38.5% | +16.2% |
| 1Y | +19.2% | +42.1% | -22.9% | +25.2% |
| All | +19.2% | +39.9% | -20.8% | +25.2% |
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