+37.0%
PL vs EAT
+368.3%
-331.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | -1.5% | +16.0% | +14.9% |
| 7D | +10.9% | -3.9% | +14.8% | +11.9% |
| 30D | -16.4% | +5.0% | -21.3% | -18.3% |
| 3M | -39.9% | -9.6% | -30.3% | -38.9% |
| 6M | -63.2% | +46.8% | -110.0% | -68.6% |
| YTD | -27.1% | +41.8% | -68.9% | -38.6% |
| 1Y | +12.2% | +98.3% | -86.1% | -17.0% |
| 3Y | +584.3% | +503.1% | +81.2% | +230.1% |
| 5Y | +37.0% | +356.7% | -319.7% | -29.5% |
| All | +37.0% | +368.3% | -331.3% | -29.5% |
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 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