+439.0%
EAT vs FND
+54.9%
+384.0%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.4% |
| 7D | -6.2% | -5.1% | -1.1% | -3.9% |
| 30D | -3.0% | -22.5% | +19.5% | +8.5% |
| 3M | +45.6% | -5.0% | +50.6% | +45.9% |
| 6M | +53.5% | -21.5% | +75.1% | +66.2% |
| YTD | +49.6% | -23.0% | +72.6% | +61.8% |
| 1Y | +38.9% | -44.9% | +83.8% | +75.2% |
| 3Y | +589.7% | -50.0% | +639.6% | +741.1% |
| 5Y | +318.7% | -63.3% | +382.0% | +459.9% |
| All | +439.0% | +54.9% | +384.0% | +275.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FND 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling