+291.3%
IR vs EAT
+487.7%
-196.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.1% |
| 7D | -2.8% | 0.0% | -2.8% | -2.9% |
| 30D | -15.1% | +1.9% | -17.0% | -15.8% |
| 3M | +6.1% | +68.7% | -62.6% | -7.0% |
| 6M | -16.8% | +66.9% | -83.7% | -27.5% |
| YTD | -3.5% | +60.4% | -63.9% | -15.3% |
| 1Y | -3.5% | +44.0% | -47.5% | -13.8% |
| 3Y | +9.5% | +604.7% | -595.2% | -36.5% |
| 5Y | +45.1% | +347.0% | -301.9% | -10.6% |
| All | +291.3% | +487.7% | -196.4% | +98.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling