+21.1%
PL vs EAT
+361.6%
-340.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -2.9% | +13.2% | +11.3% |
| 7D | -6.8% | -2.6% | -4.2% | -6.3% |
| 30D | -29.3% | +11.5% | -40.8% | -32.2% |
| 3M | -44.8% | -9.1% | -35.7% | -43.8% |
| 6M | -68.4% | +40.4% | -108.8% | -72.6% |
| YTD | -36.4% | +43.9% | -80.3% | -46.6% |
| 1Y | +0.7% | +101.9% | -101.2% | -25.8% |
| 3Y | +455.3% | +489.9% | -34.6% | +170.0% |
| All | +21.1% | +361.6% | -340.5% | -39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling