+47.1%
RF vs EAT
+362.9%
-315.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -0.8% |
| 7D | -1.3% | -8.9% | +7.6% | +0.6% |
| 30D | +4.6% | +3.4% | +1.2% | +3.4% |
| 3M | -8.4% | -9.3% | +0.9% | -7.3% |
| 6M | +8.9% | +43.8% | -34.9% | -1.7% |
| YTD | +8.8% | +39.9% | -31.1% | -2.1% |
| 1Y | +18.9% | +89.7% | -70.8% | -1.4% |
| 3Y | +116.0% | +491.3% | -375.3% | +25.2% |
| All | +47.1% | +362.9% | -315.9% | -11.5% |
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 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