+325.9%
EAT vs USFR
+28.5%
+297.4%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | -8.9% | +0.1% | -9.0% | -9.2% |
| 30D | +3.4% | +0.4% | +3.0% | +1.9% |
| 3M | -9.3% | +1.1% | -10.4% | -13.1% |
| 6M | +43.8% | +2.1% | +41.7% | +32.9% |
| YTD | +39.9% | +3.4% | +36.4% | +22.7% |
| 1Y | +89.7% | +4.1% | +85.6% | +62.5% |
| 3Y | +491.3% | +14.4% | +476.8% | +253.7% |
| 5Y | +365.4% | +21.4% | +344.0% | +124.6% |
| 10Y | +325.9% | +28.5% | +297.4% | +87.7% |
| All | +325.9% | +28.5% | +297.4% | +87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling