+14.5%
FIX vs EAT
+96.9%
-82.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -1.5% | +10.9% | +9.7% |
| 7D | -7.2% | -3.9% | -3.3% | -6.7% |
| 30D | -35.1% | +5.0% | -40.1% | -36.0% |
| 3M | -34.3% | -9.6% | -24.6% | -33.4% |
| 6M | -42.9% | +46.8% | -89.7% | -48.5% |
| YTD | +19.5% | +41.8% | -22.4% | +8.1% |
| All | +14.5% | +96.9% | -82.4% | -2.5% |
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