+372.3%
EAT vs FDS
-22.8%
+395.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.7% | +0.8% | -1.9% |
| 7D | -2.6% | -0.5% | -2.1% | -2.5% |
| 30D | +11.5% | +20.2% | -8.7% | +5.7% |
| 3M | -9.1% | +19.9% | -29.0% | -14.5% |
| 6M | +40.4% | +56.2% | -15.7% | +18.7% |
| YTD | +43.9% | +14.6% | +29.4% | +37.7% |
| 1Y | +101.9% | +31.6% | +70.3% | +77.4% |
| 3Y | +489.9% | -23.8% | +513.7% | +591.2% |
| All | +372.3% | -22.8% | +395.0% | +397.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling