+64.7%
D vs EAT
+657.6%
-592.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.4% |
| 7D | +1.5% | 0.0% | +1.4% | +1.5% |
| 30D | -2.6% | +1.9% | -4.5% | -2.7% |
| 3M | 0.0% | +68.7% | -68.7% | -1.8% |
| 6M | +7.4% | +66.9% | -59.5% | +5.4% |
| YTD | +15.9% | +60.4% | -44.5% | +13.7% |
| 1Y | +18.1% | +44.0% | -25.9% | +16.5% |
| All | +64.7% | +657.6% | -592.8% | +37.6% |
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