-6.5%
IR vs EAT
+39.9%
-46.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.7% | -1.1% |
| 7D | +0.6% | -4.9% | +5.5% | +1.4% |
| 30D | -13.6% | -1.2% | -12.4% | -13.6% |
| 3M | +3.7% | +52.2% | -48.6% | -3.8% |
| 6M | -13.1% | +65.0% | -78.1% | -20.0% |
| YTD | -5.1% | +55.0% | -60.1% | -11.5% |
| 1Y | -6.5% | +42.1% | -48.5% | -9.6% |
| All | -6.5% | +39.9% | -46.4% | -9.6% |
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