+635.5%
EAT vs FDS
-27.1%
+662.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +1.1% |
| 7D | 0.0% | -1.9% | +1.9% | +0.2% |
| 30D | +1.9% | +9.0% | -7.1% | +0.4% |
| 3M | +68.7% | +18.9% | +49.8% | +63.6% |
| 6M | +66.9% | +35.1% | +31.8% | +56.8% |
| YTD | +60.4% | +5.5% | +54.9% | +63.3% |
| 1Y | +44.0% | -16.8% | +60.8% | +61.6% |
| All | +635.5% | -27.1% | +662.6% | +772.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling