+0.7%
PL vs EAT
+98.1%
-97.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -2.9% | +13.2% | +10.5% |
| 7D | -6.8% | -2.6% | -4.2% | -6.7% |
| 30D | -29.3% | +11.5% | -40.8% | -29.8% |
| 3M | -44.8% | -9.1% | -35.7% | -44.5% |
| 6M | -68.4% | +40.4% | -108.8% | -69.3% |
| YTD | -36.4% | +43.9% | -80.3% | -39.2% |
| 1Y | +0.7% | +101.9% | -101.2% | -7.6% |
| All | +0.7% | +98.1% | -97.4% | -7.6% |
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