+21.2%
EXE vs EAT
+476.7%
-455.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.5% | +0.8% |
| 7D | +5.3% | -4.0% | +9.3% | +5.5% |
| 30D | -2.2% | -2.9% | +0.7% | -2.1% |
| 3M | -5.9% | -16.9% | +11.0% | -5.1% |
| 6M | -5.7% | +57.0% | -62.7% | -9.2% |
| YTD | -17.8% | +38.2% | -56.0% | -20.5% |
| 1Y | -23.1% | +69.3% | -92.4% | -27.4% |
| 3Y | +21.2% | +483.0% | -461.8% | +10.0% |
| All | +21.2% | +476.7% | -455.5% | +10.0% |
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