-68.9%
XYZ vs EAT
+350.4%
-419.3%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.0% |
| 7D | -1.0% | 0.0% | -1.0% | -1.1% |
| 30D | -1.7% | +1.9% | -3.6% | -3.6% |
| 3M | +16.7% | +68.7% | -51.9% | -11.5% |
| 6M | +26.9% | +66.9% | -40.0% | -5.5% |
| YTD | +27.1% | +60.4% | -33.3% | -4.5% |
| 1Y | +9.3% | +44.0% | -34.7% | -14.4% |
| 3Y | +42.3% | +604.7% | -562.4% | -62.0% |
| All | -68.9% | +350.4% | -419.3% | -91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling