+83.0%
PL vs EAT
+234.6%
-151.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.8% | -1.4% |
| 7D | -9.3% | 0.0% | -9.3% | -9.3% |
| 30D | -18.9% | +1.9% | -20.8% | -19.6% |
| 3M | -58.4% | +68.7% | -127.0% | -65.0% |
| 6M | -30.3% | +66.9% | -97.2% | -42.4% |
| YTD | -8.1% | +60.4% | -68.5% | -23.3% |
| 1Y | +180.5% | +44.0% | +136.5% | +140.9% |
| 3Y | +444.1% | +604.7% | -160.5% | +181.5% |
| 5Y | +83.0% | +347.0% | -264.0% | -6.4% |
| All | +83.0% | +234.6% | -151.6% | -5.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling