+17.5%
D vs EAT
+99.8%
-82.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -1.5% |
| 7D | +3.0% | -2.6% | +5.6% | +2.9% |
| 30D | +11.5% | +11.5% | 0.0% | +11.8% |
| 3M | +3.7% | -9.1% | +12.8% | +3.6% |
| 6M | +13.5% | +40.4% | -26.9% | +14.5% |
| YTD | +20.7% | +43.9% | -23.2% | +20.5% |
| All | +17.5% | +99.8% | -82.3% | +13.5% |
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