+322.7%
EAT vs USFR
+20.5%
+302.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.6% |
| 7D | -4.9% | +0.1% | -5.0% | -5.3% |
| 30D | -1.2% | +0.3% | -1.5% | -3.1% |
| 3M | +52.2% | +1.0% | +51.3% | +44.2% |
| 6M | +65.0% | +1.9% | +63.1% | +48.2% |
| YTD | +55.0% | +2.7% | +52.4% | +33.5% |
| 1Y | +42.1% | +4.0% | +38.0% | +12.9% |
| 3Y | +614.7% | +14.0% | +600.7% | +231.3% |
| 5Y | +322.7% | +20.4% | +302.3% | +45.1% |
| All | +322.7% | +20.5% | +302.3% | +45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling