+1,682.6%
EL vs EAT
+4,315.1%
-2,632.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.9% | +5.1% | +2.8% |
| 7D | +0.8% | -2.6% | +3.4% | +1.3% |
| 30D | +16.5% | +11.5% | +5.1% | +13.8% |
| 3M | +29.2% | -9.1% | +38.3% | +30.9% |
| 6M | +27.9% | +40.4% | -12.5% | +18.2% |
| YTD | +6.2% | +43.9% | -37.7% | -3.0% |
| 1Y | +27.2% | +101.9% | -74.8% | +8.0% |
| 3Y | +3.2% | +489.9% | -486.6% | -31.4% |
| 5Y | -66.0% | +362.6% | -428.6% | -77.1% |
| 10Y | +58.3% | +385.7% | -327.3% | -8.2% |
| All | +1,682.6% | +4,315.1% | -2,632.4% | +531.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling