+27.6%
IR vs EAT
+486.0%
-458.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.9% | +4.3% | +1.9% |
| 7D | +3.7% | -2.6% | +6.3% | +4.1% |
| 30D | +7.4% | +11.5% | -4.0% | +4.9% |
| 3M | -5.9% | -9.1% | +3.2% | -4.9% |
| 6M | +5.6% | +40.4% | -34.8% | -2.5% |
| YTD | +4.8% | +43.9% | -39.1% | -4.1% |
| 1Y | +6.9% | +101.9% | -95.0% | -8.7% |
| 3Y | +27.6% | +489.9% | -462.3% | -3.6% |
| All | +27.6% | +486.0% | -458.5% | -3.6% |
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 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