-14.6%
EW vs EAT
+361.6%
-376.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.2% | +1.7% |
| 7D | +11.0% | -2.6% | +13.7% | +11.4% |
| 30D | +19.1% | +11.5% | +7.6% | +17.1% |
| 3M | +14.4% | -9.1% | +23.5% | +15.3% |
| 6M | +22.8% | +40.4% | -17.7% | +16.3% |
| YTD | +19.8% | +43.9% | -24.1% | +12.3% |
| 1Y | +23.9% | +101.9% | -78.0% | +10.2% |
| 3Y | +52.2% | +489.9% | -437.6% | +5.4% |
| All | -14.6% | +361.6% | -376.2% | -40.1% |
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 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