+372.3%
EAT vs USFR
+28.0%
+344.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.4% |
| 7D | -6.2% | +0.1% | -6.3% | -6.5% |
| 30D | -3.0% | +0.3% | -3.3% | -4.2% |
| 3M | +45.6% | +1.0% | +44.7% | +40.5% |
| 6M | +53.5% | +1.9% | +51.6% | +42.8% |
| YTD | +49.6% | +2.7% | +46.9% | +35.3% |
| 1Y | +38.9% | +4.0% | +34.9% | +19.6% |
| 3Y | +589.7% | +14.1% | +575.6% | +320.0% |
| 5Y | +318.7% | +20.5% | +298.2% | +109.8% |
| All | +372.3% | +28.0% | +344.2% | +115.6% |
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