+42.1%
RF vs EAT
+361.6%
-319.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.3% |
| 7D | -0.9% | -2.6% | +1.7% | -0.4% |
| 30D | +6.0% | +11.5% | -5.4% | +3.1% |
| 3M | -8.9% | -9.1% | +0.2% | -7.7% |
| 6M | +2.3% | +40.4% | -38.1% | -7.0% |
| YTD | +7.6% | +43.9% | -36.4% | -3.8% |
| 1Y | +21.2% | +101.9% | -80.8% | -1.0% |
| 3Y | +108.5% | +489.9% | -381.3% | +21.2% |
| All | +42.1% | +361.6% | -319.5% | -14.3% |
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