+38.9%
EAT vs USFR
+4.0%
+34.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.4% |
| 7D | -6.2% | +0.1% | -6.3% | -6.8% |
| 30D | -3.0% | +0.3% | -3.3% | -5.3% |
| 3M | +45.6% | +1.0% | +44.7% | +43.9% |
| 6M | +53.5% | +1.9% | +51.6% | +50.8% |
| YTD | +49.6% | +2.7% | +46.9% | +43.7% |
| 1Y | +38.9% | +4.0% | +34.9% | +29.4% |
| All | +38.9% | +4.0% | +34.9% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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