-43.6%
SE vs EAT
+39.0%
-82.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -0.8% | -3.8% |
| 7D | -3.6% | -6.8% | +3.2% | -3.1% |
| 30D | -5.3% | -5.4% | +0.1% | -5.0% |
| 3M | +28.1% | +42.8% | -14.7% | +23.0% |
| 6M | +20.7% | +56.5% | -35.9% | +14.8% |
| YTD | -14.8% | +50.0% | -64.8% | -19.2% |
| 1Y | -43.6% | +38.3% | -81.8% | -47.3% |
| All | -43.6% | +39.0% | -82.5% | -47.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling