+21.2%
UL vs EAT
+587.9%
-566.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.6% | -1.5% |
| 7D | -3.2% | -6.8% | +3.6% | -3.0% |
| 30D | -0.6% | -5.4% | +4.8% | -0.4% |
| 3M | +9.4% | +42.8% | -33.3% | +7.9% |
| 6M | -4.1% | +56.5% | -60.6% | -5.8% |
| YTD | -2.0% | +50.0% | -52.0% | -3.7% |
| 1Y | -9.0% | +38.3% | -47.2% | -10.3% |
| All | +21.2% | +587.9% | -566.7% | +2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling