+381.4%
EAT vs FDS
+72.8%
+308.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.4% | +0.2% | -1.7% |
| 7D | -6.8% | -8.8% | +2.0% | -2.8% |
| 30D | -5.4% | -1.4% | -4.0% | -5.3% |
| 3M | +42.8% | +13.9% | +28.9% | +31.1% |
| 6M | +56.5% | +27.4% | +29.1% | +32.7% |
| YTD | +50.0% | -2.5% | +52.5% | +45.0% |
| 1Y | +38.3% | -23.8% | +62.1% | +53.4% |
| 3Y | +591.6% | -32.5% | +624.1% | +708.9% |
| 5Y | +312.6% | -23.2% | +335.8% | +335.4% |
| 10Y | +381.4% | +76.4% | +305.0% | +240.0% |
| All | +381.4% | +72.8% | +308.6% | +240.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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