-48.8%
S vs EAT
+242.1%
-290.8%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.5% | +2.5% |
| 7D | -13.4% | -2.6% | -10.8% | -12.7% |
| 30D | -14.0% | +11.5% | -25.5% | -17.5% |
| 3M | +4.9% | -9.1% | +14.0% | +6.4% |
| 6M | +42.0% | +40.4% | +1.6% | +22.1% |
| YTD | +45.1% | +43.9% | +1.2% | +20.4% |
| 1Y | +33.1% | +101.9% | -68.9% | -4.9% |
| 3Y | +40.6% | +489.9% | -449.2% | -47.1% |
| 5Y | -67.5% | +362.6% | -430.1% | -88.0% |
| All | -48.8% | +242.1% | -290.8% | -79.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling