+26.5%
NDAQ vs EAT
+89.0%
-62.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -0.4% |
| 7D | 0.0% | -8.9% | +8.9% | +0.4% |
| 30D | +16.3% | +3.4% | +12.9% | +16.1% |
| 3M | +15.8% | -9.3% | +25.1% | +16.2% |
| 6M | +24.8% | +43.8% | -19.0% | +22.8% |
| YTD | +14.1% | +39.9% | -25.8% | +12.6% |
| 1Y | +26.5% | +89.7% | -63.2% | +24.1% |
| All | +26.5% | +89.0% | -62.5% | +24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling