+76.5%
DE vs EAT
+585.9%
-509.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -2.4% | -6.2% | +3.8% | -1.8% |
| 30D | +9.7% | -3.0% | +12.7% | +10.0% |
| 3M | +21.4% | +45.6% | -24.3% | +17.0% |
| 6M | +15.0% | +53.5% | -38.5% | +10.0% |
| YTD | +46.4% | +49.6% | -3.2% | +40.1% |
| 1Y | +45.6% | +38.9% | +6.7% | +40.1% |
| All | +76.5% | +585.9% | -509.5% | +25.0% |
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