-15.8%
F vs EAT
+361.6%
-377.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.1% | 0.0% |
| 7D | +1.6% | -2.6% | +4.2% | +2.2% |
| 30D | +2.6% | +11.5% | -8.8% | -0.6% |
| 3M | -8.8% | -9.1% | +0.3% | -7.3% |
| 6M | +4.6% | +40.4% | -35.8% | -6.7% |
| YTD | -1.9% | +43.9% | -45.8% | -14.1% |
| 1Y | -0.8% | +101.9% | -102.7% | -22.1% |
| 3Y | +43.5% | +489.9% | -446.4% | -30.3% |
| All | -15.8% | +361.6% | -377.4% | -58.7% |
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