+172.8%
W vs EAT
+498.6%
-325.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.5% | +6.1% | +5.3% |
| 7D | +3.3% | -3.9% | +7.2% | +5.4% |
| 30D | +10.5% | +5.0% | +5.5% | +7.6% |
| 3M | +9.6% | -9.6% | +19.3% | +12.8% |
| 6M | +76.4% | +46.8% | +29.6% | +38.7% |
| YTD | +16.4% | +41.8% | -25.4% | -8.3% |
| 1Y | +9.3% | +98.3% | -88.9% | -28.8% |
| 3Y | +172.8% | +503.1% | -330.2% | -19.4% |
| All | +172.8% | +498.6% | -325.8% | -19.4% |
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