-6.5%
U vs EAT
+39.0%
-45.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | 0.0% |
| 7D | +4.4% | -6.8% | +11.2% | +5.4% |
| 30D | -1.3% | -5.4% | +4.1% | -0.8% |
| 3M | +49.6% | +42.8% | +6.8% | +40.7% |
| 6M | +100.2% | +56.5% | +43.7% | +82.5% |
| YTD | -3.7% | +50.0% | -53.7% | -10.5% |
| 1Y | -6.5% | +38.3% | -44.8% | -8.0% |
| All | -6.5% | +39.0% | -45.5% | -8.0% |
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