+1,791.9%
EAT vs FLR
+603.8%
+1,188.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.4% |
| 7D | 0.0% | +5.4% | -5.4% | -1.8% |
| 30D | +1.9% | +11.4% | -9.5% | -3.1% |
| 3M | +68.7% | +11.4% | +57.3% | +59.1% |
| 6M | +66.9% | +16.6% | +50.3% | +53.7% |
| YTD | +60.4% | +41.7% | +18.7% | +37.1% |
| 1Y | +44.0% | +35.4% | +8.6% | +23.7% |
| 3Y | +604.7% | +57.3% | +547.4% | +438.3% |
| 5Y | +347.0% | +241.0% | +106.0% | +142.9% |
| 10Y | +390.8% | +16.6% | +374.1% | +176.2% |
| All | +1,791.9% | +603.8% | +1,188.1% | +608.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 all: compounded portfolio wealth divided by compounded FLR 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…
all analysis · Full analysis span regression · 6 months rolling