+47.4%
TER vs EAT
+75.7%
-28.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.7% | -5.4% |
| 7D | +14.4% | -4.0% | +18.3% | +14.8% |
| 30D | -30.6% | -2.9% | -27.7% | -30.3% |
| 3M | -39.2% | -16.9% | -22.3% | -38.0% |
| 6M | -31.3% | +57.0% | -88.2% | -37.0% |
| YTD | +29.1% | +38.2% | -9.1% | +25.4% |
| 1Y | +47.4% | +69.3% | -21.8% | +42.3% |
| All | +47.4% | +75.7% | -28.3% | +42.3% |
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