+18.1%
EW vs EAT
+657.6%
-639.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.1% |
| 7D | -0.3% | 0.0% | -0.4% | -0.3% |
| 30D | +1.0% | +1.9% | -0.8% | +0.8% |
| 3M | +2.8% | +68.7% | -65.9% | -1.9% |
| 6M | +5.5% | +66.9% | -61.4% | +0.5% |
| YTD | +5.5% | +60.4% | -55.0% | +0.6% |
| 1Y | +11.0% | +44.0% | -33.0% | +7.1% |
| All | +18.1% | +657.6% | -639.4% | -13.0% |
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 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