+22.6%
UL vs EAT
+324.5%
-301.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.3% | -0.8% |
| 7D | -1.3% | -4.9% | +3.6% | -0.9% |
| 30D | +0.9% | -1.2% | +2.1% | +0.9% |
| 3M | +14.2% | +52.2% | -38.0% | +10.3% |
| 6M | -3.2% | +65.0% | -68.2% | -7.4% |
| YTD | -0.3% | +55.0% | -55.4% | -4.3% |
| 1Y | -8.8% | +42.1% | -50.8% | -12.0% |
| 3Y | +23.9% | +614.7% | -590.8% | -3.2% |
| All | +22.6% | +324.5% | -301.9% | -5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling