+90.1%
RF vs EAT
+350.4%
-260.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | +1.3% | 0.0% | +1.3% | +1.3% |
| 30D | -3.6% | +1.9% | -5.5% | -4.3% |
| 3M | +8.1% | +68.7% | -60.6% | -4.8% |
| 6M | +11.5% | +66.9% | -55.4% | -2.6% |
| YTD | +15.6% | +60.4% | -44.8% | +1.7% |
| 1Y | +15.7% | +44.0% | -28.3% | +3.8% |
| 3Y | +86.9% | +604.7% | -517.8% | +5.8% |
| All | +90.1% | +350.4% | -260.3% | +14.2% |
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