+33.6%
ESI vs EAT
+38.2%
-4.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.2% | -4.4% |
| 7D | -2.3% | -6.2% | +3.9% | -1.1% |
| 30D | -9.0% | -3.0% | -6.0% | -8.8% |
| 3M | -13.3% | +45.6% | -58.9% | -21.2% |
| 6M | +5.3% | +53.5% | -48.3% | -6.0% |
| YTD | +37.6% | +49.6% | -12.0% | +22.3% |
| 1Y | +33.6% | +38.9% | -5.3% | +22.5% |
| All | +33.6% | +38.2% | -4.6% | +22.5% |
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