+7.1%
LOW vs EAT
+309.3%
-302.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.5% |
| 7D | -0.6% | -6.8% | +6.2% | +0.6% |
| 30D | -9.3% | -5.4% | -3.9% | -8.6% |
| 3M | -8.1% | +42.8% | -50.8% | -14.3% |
| 6M | -19.8% | +56.5% | -76.3% | -26.9% |
| YTD | -16.4% | +50.0% | -66.4% | -23.5% |
| 1Y | -24.7% | +38.3% | -62.9% | -30.3% |
| 3Y | -8.8% | +591.6% | -600.5% | -42.5% |
| All | +7.1% | +309.3% | -302.3% | -32.3% |
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