-27.4%
U vs EAT
+337.0%
-364.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.2% | -2.5% |
| 7D | +16.9% | -8.9% | +25.9% | +20.8% |
| 30D | +6.4% | +3.4% | +3.0% | +3.7% |
| 3M | +13.2% | -9.3% | +22.5% | +15.1% |
| 6M | +84.8% | +43.8% | +41.0% | +52.9% |
| YTD | +12.4% | +39.9% | -27.5% | -8.2% |
| 1Y | +19.8% | +89.7% | -69.9% | -15.6% |
| 3Y | +83.8% | +491.3% | -407.4% | -33.0% |
| 5Y | -72.7% | +365.4% | -438.1% | -90.0% |
| All | -27.4% | +337.0% | -364.4% | -72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling