-67.0%
SE vs EAT
+326.5%
-393.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.5% | +2.3% |
| 7D | +0.6% | -4.9% | +5.5% | +2.3% |
| 30D | -0.1% | -1.2% | +1.1% | -0.4% |
| 3M | +34.1% | +52.2% | -18.1% | +14.1% |
| 6M | +23.2% | +65.0% | -41.8% | -0.6% |
| YTD | -11.2% | +55.0% | -66.2% | -27.1% |
| 1Y | -40.5% | +42.1% | -82.6% | -50.1% |
| 3Y | +196.3% | +614.7% | -418.4% | +6.0% |
| 5Y | -67.0% | +322.7% | -389.8% | -87.8% |
| All | -67.0% | +326.5% | -393.5% | -87.8% |
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 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