+415.3%
PR vs EAT
+350.4%
+64.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.7% |
| 7D | +2.9% | 0.0% | +2.9% | +2.9% |
| 30D | +18.0% | +1.9% | +16.2% | +17.5% |
| 3M | +16.9% | +68.7% | -51.8% | +6.6% |
| 6M | +28.2% | +66.9% | -38.7% | +15.8% |
| YTD | +69.3% | +60.4% | +8.9% | +53.6% |
| 1Y | +69.5% | +44.0% | +25.5% | +56.2% |
| 3Y | +81.7% | +604.7% | -523.0% | +18.9% |
| All | +415.3% | +350.4% | +64.8% | +276.2% |
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