+519.9%
FIX vs EAT
+483.7%
+36.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.9% | +2.2% | +4.3% |
| 7D | +6.4% | -8.9% | +15.4% | +9.2% |
| 30D | -29.1% | +3.4% | -32.5% | -30.1% |
| 3M | -31.1% | -9.3% | -21.8% | -30.0% |
| 6M | -42.8% | +43.8% | -86.6% | -49.8% |
| YTD | +24.6% | +39.9% | -15.2% | +9.4% |
| 1Y | +21.9% | +89.7% | -67.8% | -3.3% |
| All | +519.9% | +483.7% | +36.2% | +227.0% |
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