+110.8%
EAT vs M
+36.6%
+74.3%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +7.6% | -1.3% | +4.6% |
| 7D | -0.1% | +8.3% | -8.4% | -1.8% |
| 30D | +13.5% | +14.2% | -0.6% | +10.4% |
| 3M | +1.0% | -1.1% | +2.1% | +1.1% |
| 6M | +57.3% | +36.6% | +20.7% | +44.7% |
| YTD | +53.6% | +19.8% | +33.8% | +45.3% |
| 1Y | +110.8% | +37.2% | +73.6% | +93.3% |
| All | +110.8% | +36.6% | +74.3% | +93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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