+5.9%
EXC vs EAT
+39.9%
-34.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.1% | +0.6% |
| 7D | +1.2% | -4.9% | +6.1% | +1.1% |
| 30D | -2.7% | -1.2% | -1.5% | -2.7% |
| 3M | -1.0% | +52.2% | -53.2% | -0.3% |
| 6M | -9.3% | +65.0% | -74.3% | -8.6% |
| YTD | +3.6% | +55.0% | -51.4% | +3.4% |
| 1Y | +5.9% | +42.1% | -36.2% | +8.4% |
| All | +5.9% | +39.9% | -34.0% | +8.4% |
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