+180.5%
PL vs EAT
+37.5%
+143.0%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.8% | -1.3% |
| 7D | -9.3% | 0.0% | -9.3% | -9.3% |
| 30D | -18.9% | +1.9% | -20.8% | -19.0% |
| 3M | -58.4% | +68.7% | -127.0% | -59.9% |
| 6M | -30.3% | +66.9% | -97.2% | -33.9% |
| YTD | -8.1% | +60.4% | -68.5% | -11.7% |
| 1Y | +180.5% | +44.0% | +136.5% | +217.5% |
| All | +180.5% | +37.5% | +143.0% | +217.5% |
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