+483.0%
EAT vs INDA
+16.8%
+466.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -4.0% | +1.1% | -5.1% | -4.8% |
| 30D | -2.9% | +9.4% | -12.3% | -8.9% |
| 3M | -16.9% | +2.9% | -19.8% | -18.7% |
| 6M | +57.0% | +7.2% | +49.7% | +49.1% |
| YTD | +38.2% | -4.8% | +43.0% | +42.3% |
| 1Y | +69.3% | -5.1% | +74.4% | +74.6% |
| 3Y | +483.0% | +16.7% | +466.3% | +344.2% |
| All | +483.0% | +16.8% | +466.2% | +344.2% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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