+53.9%
F vs EAT
+350.4%
-296.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.3% |
| 7D | +5.3% | 0.0% | +5.3% | +5.3% |
| 30D | +4.6% | +1.9% | +2.7% | +3.6% |
| 3M | -3.7% | +68.7% | -72.3% | -17.2% |
| 6M | +16.8% | +66.9% | -50.1% | -0.5% |
| YTD | +15.3% | +60.4% | -45.1% | -1.0% |
| 1Y | +31.0% | +44.0% | -13.0% | +15.2% |
| 3Y | +45.4% | +604.7% | -559.2% | -30.4% |
| All | +53.9% | +350.4% | -296.5% | -25.2% |
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