-72.0%
S vs EAT
+350.4%
-422.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.2% |
| 7D | -7.7% | 0.0% | -7.7% | -7.8% |
| 30D | -5.3% | +1.9% | -7.2% | -6.7% |
| 3M | +20.3% | +68.7% | -48.4% | -1.5% |
| 6M | +47.4% | +66.9% | -19.5% | +17.9% |
| YTD | +32.5% | +60.4% | -27.9% | +6.7% |
| 1Y | +9.5% | +44.0% | -34.5% | -8.9% |
| 3Y | +15.5% | +604.7% | -589.2% | -60.6% |
| All | -72.0% | +350.4% | -422.4% | -90.4% |
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