-77.1%
SE vs EAT
+368.3%
-445.4%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.4% | +3.5% |
| 7D | +3.3% | -3.9% | +7.2% | +4.8% |
| 30D | -18.2% | +5.0% | -23.1% | -19.8% |
| 3M | -31.3% | -9.6% | -21.6% | -29.6% |
| 6M | -10.1% | +46.8% | -56.9% | -24.0% |
| YTD | -38.9% | +41.8% | -80.7% | -48.8% |
| 1Y | -48.0% | +98.3% | -146.3% | -62.4% |
| 3Y | +78.8% | +503.1% | -424.2% | -34.3% |
| 5Y | -77.1% | +356.7% | -433.8% | -91.9% |
| All | -77.1% | +368.3% | -445.4% | -91.9% |
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