+403.1%
PL vs EAT
+503.3%
-100.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -3.5% | -6.6% | -9.1% |
| 7D | -20.5% | -3.3% | -17.3% | -19.8% |
| 30D | -38.8% | +11.7% | -50.4% | -41.0% |
| 3M | -49.1% | -5.9% | -43.2% | -48.7% |
| 6M | -69.4% | +46.7% | -116.1% | -73.7% |
| YTD | -42.3% | +48.2% | -90.5% | -51.9% |
| 1Y | -14.2% | +105.4% | -119.6% | -37.8% |
| All | +403.1% | +503.3% | -100.2% | +84.0% |
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 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