-9.4%
T vs EAT
+84.8%
-94.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.4% |
| 7D | +1.6% | -7.1% | +8.7% | +1.6% |
| 30D | -2.9% | -2.3% | -0.6% | -3.1% |
| 3M | -7.5% | -19.6% | +12.1% | -8.3% |
| 6M | -9.9% | +46.0% | -55.9% | -8.4% |
| YTD | -6.4% | +37.7% | -44.1% | -4.9% |
| 1Y | -9.4% | +73.8% | -83.2% | -9.9% |
| All | -9.4% | +84.8% | -94.2% | -9.9% |
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 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