+44.0%
EAT vs RUN
-46.2%
+90.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | 0.0% | +1.3% | -1.2% | -0.1% |
| 30D | +1.9% | -15.3% | +17.1% | +3.1% |
| 3M | +68.7% | -40.0% | +108.7% | +75.5% |
| 6M | +66.9% | -27.0% | +93.9% | +69.2% |
| YTD | +60.4% | -51.7% | +112.1% | +66.2% |
| 1Y | +44.0% | -45.9% | +89.9% | +46.6% |
| All | +44.0% | -46.2% | +90.2% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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