+20.7%
EXE vs EAT
+612.9%
-592.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.6% | +0.5% |
| 7D | -1.8% | -4.9% | +3.1% | -1.5% |
| 30D | +6.4% | -1.2% | +7.6% | +6.4% |
| 3M | +9.2% | +52.2% | -43.0% | +5.9% |
| 6M | -7.0% | +65.0% | -72.0% | -10.8% |
| YTD | -9.5% | +55.0% | -64.5% | -13.0% |
| 1Y | +6.2% | +42.1% | -35.8% | +2.9% |
| 3Y | +20.7% | +614.7% | -594.0% | +3.6% |
| All | +20.7% | +612.9% | -592.1% | +3.6% |
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 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