+489.9%
EAT vs FIVE
+34.8%
+455.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.8% |
| 7D | -2.6% | -0.3% | -2.4% | -2.5% |
| 30D | +11.5% | +17.7% | -6.2% | +7.1% |
| 3M | -9.1% | +4.0% | -13.1% | -10.0% |
| 6M | +40.4% | +2.6% | +37.8% | +38.7% |
| YTD | +43.9% | +27.6% | +16.4% | +35.1% |
| 1Y | +101.9% | +59.9% | +42.0% | +80.4% |
| 3Y | +489.9% | +35.8% | +454.1% | +397.6% |
| All | +489.9% | +34.8% | +455.0% | +397.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling