-45.4%
IT vs EAT
+324.5%
-369.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -3.4% | -4.1% | -6.8% |
| 7D | -9.1% | -4.9% | -4.2% | -8.3% |
| 30D | -7.0% | -1.2% | -5.8% | -7.1% |
| 3M | +7.6% | +52.2% | -44.6% | -1.0% |
| 6M | +2.1% | +65.0% | -62.9% | -8.6% |
| YTD | -31.6% | +55.0% | -86.6% | -38.3% |
| 1Y | -29.9% | +42.1% | -72.0% | -35.9% |
| 3Y | -51.3% | +614.7% | -666.0% | -71.2% |
| All | -45.4% | +324.5% | -369.9% | -66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling