+14.8%
W vs EAT
+39.9%
-25.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +1.5% |
| 7D | +6.5% | -4.9% | +11.4% | +7.9% |
| 30D | -6.2% | -1.2% | -5.0% | -6.4% |
| 3M | +48.9% | +52.2% | -3.4% | +25.6% |
| 6M | +31.2% | +65.0% | -33.8% | +6.0% |
| YTD | -0.4% | +55.0% | -55.5% | -16.4% |
| 1Y | +14.8% | +42.1% | -27.2% | -7.8% |
| All | +14.8% | +39.9% | -25.1% | -7.8% |
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 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