+99.6%
DE vs EAT
+313.1%
-213.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | -2.6% | -7.7% | +5.1% | -1.5% |
| 30D | +9.0% | -13.6% | +22.6% | +11.1% |
| 3M | +19.1% | +33.9% | -14.7% | +14.2% |
| 6M | +14.4% | +47.2% | -32.8% | +7.6% |
| YTD | +45.9% | +48.1% | -2.1% | +36.8% |
| 1Y | +43.6% | +33.7% | +9.9% | +36.1% |
| 3Y | +75.9% | +595.8% | -519.9% | +20.6% |
| All | +99.6% | +313.1% | -213.5% | +44.7% |
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