+44.0%
EAT vs BR
-29.1%
+73.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +0.9% |
| 7D | 0.0% | -5.3% | +5.3% | +0.6% |
| 30D | +1.9% | +6.4% | -4.6% | +1.2% |
| 3M | +68.7% | +13.6% | +55.0% | +65.2% |
| 6M | +66.9% | -6.7% | +73.6% | +65.3% |
| YTD | +60.4% | -21.1% | +81.5% | +72.9% |
| 1Y | +44.0% | -29.6% | +73.6% | +77.1% |
| All | +44.0% | -29.1% | +73.1% | +77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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