+478.0%
EAT vs FND
+66.0%
+411.9%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | -0.2% |
| 7D | 0.0% | -5.2% | +5.2% | +2.2% |
| 30D | +1.9% | -19.9% | +21.8% | +11.9% |
| 3M | +68.7% | +2.7% | +65.9% | +62.6% |
| 6M | +66.9% | -21.7% | +88.6% | +81.0% |
| YTD | +60.4% | -17.5% | +77.9% | +68.0% |
| 1Y | +44.0% | -39.3% | +83.3% | +73.4% |
| 3Y | +604.7% | -49.8% | +654.5% | +761.0% |
| 5Y | +347.0% | -60.1% | +407.1% | +473.9% |
| All | +478.0% | +66.0% | +411.9% | +290.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling