+75.0%
D vs EAT
+476.7%
-401.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.2% |
| 7D | -1.4% | -4.0% | +2.6% | -1.3% |
| 30D | +7.7% | -2.9% | +10.6% | +7.8% |
| 3M | -0.3% | -16.9% | +16.6% | +0.1% |
| 6M | +10.1% | +57.0% | -46.9% | +8.2% |
| YTD | +19.1% | +38.2% | -19.1% | +17.4% |
| 1Y | +15.9% | +69.3% | -53.4% | +13.1% |
| 3Y | +75.0% | +483.0% | -408.0% | +38.9% |
| All | +75.0% | +476.7% | -401.7% | +38.9% |
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