+14.4%
FIX vs EAT
+109.8%
-95.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +6.3% | -21.4% | -16.2% |
| 7D | -18.9% | -0.1% | -18.8% | -18.9% |
| 30D | -36.3% | +13.5% | -49.8% | -38.1% |
| 3M | -38.5% | +1.0% | -39.5% | -39.1% |
| 6M | -42.3% | +57.3% | -99.5% | -48.7% |
| YTD | +17.1% | +53.6% | -36.5% | +4.3% |
| 1Y | +14.4% | +110.8% | -96.4% | -5.8% |
| All | +14.4% | +109.8% | -95.5% | -5.8% |
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