+483.0%
EAT vs M
+158.0%
+325.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.2% | 0.0% |
| 7D | -4.0% | +7.0% | -11.0% | -5.6% |
| 30D | -2.9% | +8.9% | -11.8% | -4.9% |
| 3M | -16.9% | +4.5% | -21.4% | -18.0% |
| 6M | +57.0% | +36.2% | +20.8% | +44.4% |
| YTD | +38.2% | +15.1% | +23.1% | +31.8% |
| 1Y | +69.3% | +27.4% | +41.8% | +57.3% |
| 3Y | +483.0% | +160.1% | +322.8% | +335.6% |
| All | +483.0% | +158.0% | +325.0% | +335.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling