+40.1%
W vs EAT
+657.6%
-617.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.2% |
| 7D | -4.2% | 0.0% | -4.2% | -4.3% |
| 30D | -7.6% | +1.9% | -9.4% | -9.3% |
| 3M | +37.2% | +68.7% | -31.5% | +2.2% |
| 6M | +26.3% | +66.9% | -40.6% | -7.6% |
| YTD | -1.0% | +60.4% | -61.4% | -25.8% |
| 1Y | +20.1% | +44.0% | -23.9% | -5.3% |
| All | +40.1% | +657.6% | -617.5% | -60.6% |
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