-67.4%
EL vs EAT
+326.5%
-393.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -1.3% |
| 7D | +1.7% | -4.9% | +6.6% | +2.9% |
| 30D | +15.5% | -1.2% | +16.7% | +15.5% |
| 3M | +20.6% | +52.2% | -31.7% | +7.9% |
| 6M | +10.5% | +65.0% | -54.6% | -4.1% |
| YTD | -1.9% | +55.0% | -56.9% | -13.7% |
| 1Y | +16.1% | +42.1% | -26.0% | +3.6% |
| 3Y | -30.2% | +614.7% | -644.9% | -62.4% |
| 5Y | -67.4% | +322.7% | -390.1% | -81.0% |
| All | -67.4% | +326.5% | -393.9% | -81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling