+162.1%
EQX vs EAT
+578.9%
-416.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.7% | +1.8% |
| 7D | -3.2% | -7.7% | +4.5% | -2.3% |
| 30D | +7.8% | -13.6% | +21.3% | +9.7% |
| 3M | +21.3% | +33.9% | -12.5% | +16.4% |
| 6M | -22.4% | +47.2% | -69.6% | -26.6% |
| YTD | -11.3% | +48.1% | -59.4% | -16.3% |
| 1Y | +13.5% | +33.7% | -20.2% | +8.4% |
| 3Y | +162.1% | +595.8% | -433.6% | +82.1% |
| All | +162.1% | +578.9% | -416.7% | +82.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling