+163.6%
W vs EAT
+446.7%
-283.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.3% |
| 7D | -4.2% | 0.0% | -4.2% | -4.3% |
| 30D | -7.6% | +1.9% | -9.4% | -9.0% |
| 3M | +37.2% | +68.7% | -31.5% | +8.2% |
| 6M | +26.3% | +66.9% | -40.6% | -1.5% |
| YTD | -1.0% | +60.4% | -61.4% | -21.3% |
| 1Y | +20.1% | +44.0% | -23.9% | -1.5% |
| 3Y | +37.8% | +604.7% | -566.9% | -42.2% |
| 5Y | -63.7% | +347.0% | -410.7% | -82.4% |
| 10Y | +156.3% | +390.8% | -234.4% | -3.7% |
| All | +163.6% | +446.7% | -283.1% | 0.0% |
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