+39.8%
EAT vs FIVE
+13.7%
+26.1%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.1% |
| 7D | -5.9% | +7.3% | -13.2% | -8.9% |
| 30D | +0.7% | +18.1% | -17.4% | -6.4% |
| 3M | -14.2% | +7.7% | -21.9% | -16.9% |
| All | +39.8% | +13.7% | +26.1% | +27.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling