+47.6%
EXC vs EAT
+350.4%
-302.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.1% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | -3.7% | +1.9% | -5.6% | -3.8% |
| 3M | -1.3% | +68.7% | -69.9% | -3.2% |
| 6M | -9.7% | +66.9% | -76.6% | -11.6% |
| YTD | +2.9% | +60.4% | -57.5% | +0.7% |
| 1Y | +4.4% | +44.0% | -39.6% | +2.6% |
| 3Y | +22.2% | +604.7% | -582.5% | +6.7% |
| All | +47.6% | +350.4% | -302.8% | +26.6% |
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