-18.9%
EXE vs EAT
+109.8%
-128.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +6.3% | -9.2% | -2.6% |
| 7D | -4.7% | -0.1% | -4.5% | -4.6% |
| 30D | +1.0% | +13.5% | -12.5% | +1.8% |
| 3M | -5.6% | +1.0% | -6.6% | -5.3% |
| 6M | -12.3% | +57.3% | -69.6% | -10.8% |
| YTD | -19.5% | +53.6% | -73.1% | -18.3% |
| 1Y | -18.9% | +110.8% | -129.7% | -16.5% |
| All | -18.9% | +109.8% | -128.7% | -16.5% |
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