-9.3%
UL vs EAT
+37.5%
-46.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.6% | -0.1% |
| 7D | -1.3% | 0.0% | -1.4% | -1.3% |
| 30D | +0.5% | +1.9% | -1.4% | +0.4% |
| 3M | +17.6% | +68.7% | -51.1% | +14.7% |
| 6M | -5.4% | +66.9% | -72.3% | -7.3% |
| YTD | +0.7% | +60.4% | -59.7% | -1.3% |
| 1Y | -9.3% | +44.0% | -53.3% | -8.2% |
| All | -9.3% | +37.5% | -46.7% | -8.2% |
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