+473.6%
EAT vs FIVE
+43.8%
+429.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.1% |
| 7D | -5.9% | +7.3% | -13.2% | -7.6% |
| 30D | +0.7% | +18.1% | -17.4% | -3.5% |
| 3M | -14.2% | +7.7% | -21.9% | -15.9% |
| 6M | +40.7% | +13.6% | +27.1% | +35.5% |
| YTD | +36.0% | +34.6% | +1.4% | +25.8% |
| 1Y | +83.1% | +66.2% | +16.8% | +61.7% |
| All | +473.6% | +43.8% | +429.8% | +375.2% |
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