+105.9%
T vs EAT
+657.6%
-551.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.0% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | +11.4% | +1.9% | +9.5% | +11.3% |
| 3M | +14.3% | +68.7% | -54.4% | +13.3% |
| 6M | -9.3% | +66.9% | -76.2% | -10.1% |
| YTD | +7.1% | +60.4% | -53.3% | +6.2% |
| 1Y | -9.1% | +44.0% | -53.1% | -9.9% |
| All | +105.9% | +657.6% | -551.7% | +79.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling