+28.4%
EL vs EAT
+88.8%
-60.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.4% | +0.9% |
| 7D | +7.6% | -5.9% | +13.5% | +8.6% |
| 30D | +15.7% | +0.7% | +15.0% | +15.5% |
| 3M | +30.5% | -14.2% | +44.8% | +33.0% |
| 6M | +32.5% | +40.7% | -8.2% | +25.3% |
| YTD | +9.4% | +36.0% | -26.5% | +5.4% |
| 1Y | +28.4% | +83.1% | -54.7% | +29.5% |
| All | +28.4% | +88.8% | -60.4% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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