+958.2%
EAT vs INDA
+115.1%
+843.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | 0.0% | +0.7% | -0.7% | -0.4% |
| 30D | +1.9% | -0.8% | +2.7% | +2.3% |
| 3M | +68.7% | +3.9% | +64.7% | +64.7% |
| 6M | +66.9% | -0.7% | +67.6% | +67.5% |
| YTD | +60.4% | -7.7% | +68.1% | +68.1% |
| 1Y | +44.0% | -5.1% | +49.1% | +48.2% |
| 3Y | +604.7% | +13.6% | +591.1% | +550.0% |
| 5Y | +347.0% | +7.8% | +339.2% | +329.3% |
| 10Y | +390.8% | +84.6% | +306.1% | +268.6% |
| All | +958.2% | +115.1% | +843.0% | +665.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling