+854.6%
DE vs EAT
+379.9%
+474.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -2.4% | -6.2% | +3.8% | -1.3% |
| 30D | +9.7% | -3.0% | +12.7% | +10.1% |
| 3M | +21.4% | +45.6% | -24.3% | +12.9% |
| 6M | +15.0% | +53.5% | -38.5% | +5.1% |
| YTD | +46.4% | +49.6% | -3.2% | +33.9% |
| 1Y | +45.6% | +38.9% | +6.7% | +34.2% |
| 3Y | +76.8% | +589.7% | -512.9% | +13.9% |
| 5Y | +99.4% | +318.7% | -219.3% | +35.7% |
| All | +854.6% | +379.9% | +474.7% | +455.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling