+614.7%
EAT vs FND
-49.6%
+664.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.6% | +1.2% | -2.0% |
| 7D | -4.9% | +0.4% | -5.3% | -5.0% |
| 30D | -1.2% | -23.6% | +22.4% | +6.7% |
| 3M | +52.2% | +4.3% | +47.9% | +47.5% |
| 6M | +65.0% | -20.3% | +85.3% | +73.4% |
| YTD | +55.0% | -21.3% | +76.3% | +62.5% |
| 1Y | +42.1% | -45.4% | +87.4% | +67.0% |
| 3Y | +614.7% | -48.9% | +663.6% | +714.4% |
| All | +614.7% | -49.6% | +664.3% | +714.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling