+2,625.5%
UL vs EAT
+11,250.4%
-8,624.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.3% | -0.7% |
| 7D | -1.3% | -4.9% | +3.6% | -0.8% |
| 30D | +0.9% | -1.2% | +2.1% | +0.9% |
| 3M | +14.2% | +52.2% | -38.0% | +9.0% |
| 6M | -3.2% | +65.0% | -68.2% | -8.8% |
| YTD | -0.3% | +55.0% | -55.4% | -5.7% |
| 1Y | -8.8% | +42.1% | -50.8% | -13.2% |
| 3Y | +23.9% | +614.7% | -590.8% | -3.7% |
| 5Y | +21.4% | +322.7% | -301.4% | -2.6% |
| 10Y | +66.7% | +382.0% | -315.4% | +19.4% |
| All | +2,625.5% | +11,250.4% | -8,624.9% | +1,059.7% |
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