+110.8%
EAT vs FIVE
+63.3%
+47.6%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +6.7% | -0.4% | +3.3% |
| 7D | -0.1% | +7.5% | -7.6% | -3.3% |
| 30D | +13.5% | +16.7% | -3.2% | +6.2% |
| 3M | +1.0% | +13.4% | -12.4% | -4.4% |
| 6M | +57.3% | +9.0% | +48.2% | +49.7% |
| YTD | +53.6% | +33.8% | +19.8% | +30.7% |
| 1Y | +110.8% | +61.2% | +49.6% | +62.7% |
| All | +110.8% | +63.3% | +47.6% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling