+554.0%
XYZ vs EAT
+443.5%
+110.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.6% | +2.7% |
| 7D | +12.1% | -2.6% | +14.8% | +13.4% |
| 30D | +12.4% | +11.5% | +0.9% | +8.0% |
| 3M | +8.2% | -9.1% | +17.3% | +10.2% |
| 6M | +20.7% | +40.4% | -19.7% | +4.6% |
| YTD | +31.3% | +43.9% | -12.6% | +11.1% |
| 1Y | +20.5% | +101.9% | -81.4% | -10.3% |
| 3Y | +72.6% | +489.9% | -417.2% | -15.4% |
| 5Y | -64.0% | +362.6% | -426.6% | -81.3% |
| 10Y | +601.8% | +385.7% | +216.1% | +214.6% |
| All | +554.0% | +443.5% | +110.5% | +181.6% |
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 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