+20.3%
RF vs EAT
+75.7%
-55.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.9% | +1.2% |
| 7D | +1.9% | -4.0% | +5.9% | +2.3% |
| 30D | +7.3% | -2.9% | +10.2% | +7.5% |
| 3M | -7.9% | -16.9% | +9.0% | -6.5% |
| 6M | +10.5% | +57.0% | -46.4% | +4.3% |
| YTD | +9.6% | +38.2% | -28.5% | +6.4% |
| 1Y | +20.3% | +69.3% | -49.0% | +18.5% |
| All | +20.3% | +75.7% | -55.4% | +18.5% |
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