+3.4%
NI vs EAT
+39.2%
-35.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -0.6% | -6.2% | +5.6% | -0.5% |
| 30D | -1.4% | -3.0% | +1.6% | -1.4% |
| 3M | -10.6% | +45.6% | -56.2% | -11.7% |
| 6M | -9.9% | +53.5% | -63.4% | -11.2% |
| YTD | +1.2% | +49.6% | -48.4% | -0.5% |
| All | +3.4% | +39.2% | -35.8% | +5.0% |
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