-69.4%
PL vs EAT
+49.5%
-118.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -3.5% | -6.6% | -10.2% |
| 7D | -20.5% | -3.3% | -17.3% | -20.4% |
| 30D | -38.8% | +11.7% | -50.4% | -38.5% |
| 3M | -49.1% | -5.9% | -43.2% | -49.1% |
| 6M | -69.4% | +46.7% | -116.1% | -68.3% |
| All | -69.4% | +49.5% | -118.9% | -68.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling