+69.9%
PR vs EAT
+503.3%
-433.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.5% | -1.3% | -4.5% |
| 7D | -16.5% | -3.3% | -13.3% | -16.3% |
| 30D | -4.5% | +11.7% | -16.2% | -5.8% |
| 3M | +8.5% | -5.9% | +14.4% | +8.9% |
| 6M | -3.3% | +46.7% | -50.1% | -8.7% |
| YTD | +55.7% | +48.2% | +7.5% | +45.3% |
| 1Y | +82.0% | +105.4% | -23.4% | +58.3% |
| All | +69.9% | +503.3% | -433.4% | +30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling