+480.9%
EAT vs RUN
-8.5%
+489.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.1% | +4.5% | -1.2% |
| 7D | -7.1% | -13.7% | +6.6% | -6.2% |
| 30D | -2.3% | +9.4% | -11.7% | -3.1% |
| 3M | -19.6% | -13.4% | -6.2% | -19.1% |
| 6M | +46.0% | -39.6% | +85.6% | +50.0% |
| YTD | +37.7% | -53.7% | +91.4% | +42.3% |
| 1Y | +73.8% | -56.2% | +130.0% | +80.1% |
| All | +480.9% | -8.5% | +489.3% | +382.3% |
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