+72.6%
XYZ vs EAT
+486.0%
-413.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.6% | +2.6% |
| 7D | +12.1% | -2.6% | +14.8% | +13.2% |
| 30D | +12.4% | +11.5% | +0.9% | +8.6% |
| 3M | +8.2% | -9.1% | +17.3% | +10.1% |
| 6M | +20.7% | +40.4% | -19.7% | +5.3% |
| YTD | +31.3% | +43.9% | -12.6% | +11.8% |
| 1Y | +20.5% | +101.9% | -81.4% | -10.7% |
| 3Y | +72.6% | +489.9% | -417.2% | -21.1% |
| All | +72.6% | +486.0% | -413.4% | -21.1% |
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