+99.1%
DE vs EAT
+363.9%
-264.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.1% | -0.8% |
| 7D | +0.3% | -4.0% | +4.3% | +0.8% |
| 30D | +3.6% | -2.9% | +6.5% | +3.7% |
| 3M | +10.2% | -16.9% | +27.1% | +12.5% |
| 6M | +16.6% | +57.0% | -40.4% | +8.9% |
| YTD | +45.8% | +38.2% | +7.6% | +37.7% |
| 1Y | +43.9% | +69.3% | -25.4% | +31.6% |
| 3Y | +89.6% | +483.0% | -393.4% | +34.9% |
| All | +99.1% | +363.9% | -264.9% | +44.0% |
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