+69.9%
PR vs EAT
+88.8%
-18.9%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.1% | +5.0% | +0.6% |
| 7D | -9.5% | -5.9% | -3.6% | -9.9% |
| 30D | -5.7% | +0.7% | -6.3% | -5.5% |
| 3M | +3.0% | -14.2% | +17.2% | +2.2% |
| 6M | +11.8% | +40.7% | -28.9% | +15.8% |
| YTD | +58.5% | +36.0% | +22.5% | +64.0% |
| 1Y | +69.9% | +83.1% | -13.2% | +82.6% |
| All | +69.9% | +88.8% | -18.9% | +82.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling