+116.9%
NDAQ vs EAT
+507.6%
-390.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.1% | +0.6% |
| 7D | +0.8% | -2.6% | +3.5% | +1.1% |
| 30D | +16.5% | +11.5% | +5.1% | +14.9% |
| 3M | +13.5% | -9.1% | +22.6% | +14.3% |
| 6M | +20.9% | +40.4% | -19.5% | +15.2% |
| YTD | +11.4% | +43.9% | -32.5% | +5.0% |
| 1Y | +25.9% | +101.9% | -76.0% | +12.5% |
| All | +116.9% | +507.6% | -390.7% | +72.4% |
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