+614.7%
EAT vs RUN
-35.6%
+650.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.7% | -7.1% | -3.6% |
| 7D | -4.9% | +10.2% | -15.1% | -5.6% |
| 30D | -1.2% | -9.6% | +8.4% | -0.6% |
| 3M | +52.2% | -31.5% | +83.7% | +55.8% |
| 6M | +65.0% | -18.7% | +83.7% | +66.1% |
| YTD | +55.0% | -49.9% | +104.9% | +60.2% |
| 1Y | +42.1% | -45.5% | +87.6% | +45.3% |
| 3Y | +614.7% | -34.1% | +648.8% | +560.3% |
| All | +614.7% | -35.6% | +650.3% | +560.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling