+309.3%
EAT vs FDS
+127.0%
+182.4%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.6% | -1.1% |
| 7D | -7.1% | -2.6% | -4.5% | -6.0% |
| 30D | -2.3% | +14.1% | -16.4% | -8.3% |
| 3M | -19.6% | +19.8% | -39.4% | -27.0% |
| 6M | +46.0% | +55.0% | -8.9% | +13.5% |
| YTD | +37.7% | +15.9% | +21.8% | +22.0% |
| 1Y | +73.8% | +24.2% | +49.6% | +46.3% |
| 3Y | +482.1% | -24.0% | +506.1% | +547.8% |
| 5Y | +362.5% | -23.3% | +385.8% | +403.1% |
| All | +309.3% | +127.0% | +182.4% | +170.6% |
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