-49.4%
FIX vs EAT
+39.5%
-88.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.9% | +8.3% | +5.8% |
| 7D | -17.5% | -2.6% | -14.8% | -17.1% |
| 30D | -41.6% | +11.5% | -53.0% | -42.5% |
| 3M | -40.6% | -9.1% | -31.5% | -40.4% |
| 6M | -49.4% | +40.4% | -89.8% | -52.3% |
| All | -49.4% | +39.5% | -88.8% | -52.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling