+18.4%
U vs EAT
+109.8%
-91.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.3% | -1.4% | +4.4% |
| 7D | +7.5% | -0.1% | +7.6% | +7.5% |
| 30D | -7.0% | +13.5% | -20.6% | -8.1% |
| 3M | +20.6% | +1.0% | +19.6% | +20.3% |
| 6M | +53.2% | +57.3% | -4.1% | +44.4% |
| YTD | -3.9% | +53.6% | -57.5% | -7.1% |
| 1Y | +18.4% | +110.8% | -92.4% | +11.1% |
| All | +18.4% | +109.8% | -91.5% | +11.1% |
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