+342.0%
EAT vs FIVE
+31.2%
+310.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.1% | -4.5% | -1.4% |
| 7D | 0.0% | +4.3% | -4.2% | -1.6% |
| 30D | +1.9% | +12.5% | -10.6% | -2.8% |
| 3M | +68.7% | +31.2% | +37.4% | +51.5% |
| 6M | +66.9% | +14.4% | +52.5% | +56.4% |
| YTD | +60.4% | +33.9% | +26.5% | +41.5% |
| 1Y | +44.0% | +65.1% | -21.1% | +16.1% |
| 3Y | +604.7% | +49.0% | +555.7% | +462.7% |
| All | +342.0% | +31.2% | +310.7% | +232.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling