+47.9%
DE vs EAT
+37.5%
+10.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.1% |
| 7D | +10.0% | 0.0% | +10.0% | +10.0% |
| 30D | +13.3% | +1.9% | +11.4% | +13.3% |
| 3M | +17.5% | +68.7% | -51.2% | +15.5% |
| 6M | +13.6% | +66.9% | -53.3% | +12.1% |
| YTD | +49.8% | +60.4% | -10.6% | +47.6% |
| 1Y | +47.9% | +44.0% | +3.9% | +50.5% |
| All | +47.9% | +37.5% | +10.4% | +50.5% |
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