+605.0%
EAT vs BR
-5.1%
+610.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.1% |
| 7D | -6.8% | -5.0% | -1.8% | -5.4% |
| 30D | -5.4% | -2.5% | -2.9% | -4.7% |
| 3M | +42.8% | +13.5% | +29.3% | +36.5% |
| 6M | +56.5% | -9.4% | +65.9% | +61.6% |
| YTD | +50.0% | -23.3% | +73.3% | +66.1% |
| 1Y | +38.3% | -31.6% | +69.9% | +62.3% |
| All | +605.0% | -5.1% | +610.1% | +665.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling