+64.6%
MAR vs EAT
+612.9%
-548.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.1% | -1.6% |
| 7D | -1.7% | -4.9% | +3.2% | -0.7% |
| 30D | -6.9% | -1.2% | -5.7% | -6.9% |
| 3M | -15.8% | +52.2% | -68.1% | -23.4% |
| 6M | +1.9% | +65.0% | -63.1% | -9.4% |
| YTD | +6.6% | +55.0% | -48.4% | -4.4% |
| 1Y | +23.7% | +42.1% | -18.4% | +12.8% |
| 3Y | +64.6% | +614.7% | -550.1% | -2.3% |
| All | +64.6% | +612.9% | -548.3% | -2.3% |
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 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