+407.6%
EAT vs USFR
+28.6%
+379.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.3% |
| 7D | -4.0% | +0.1% | -4.0% | -4.1% |
| 30D | -2.9% | +0.4% | -3.3% | -3.3% |
| 3M | -16.9% | +1.1% | -17.9% | -18.0% |
| 6M | +57.0% | +2.0% | +54.9% | +53.1% |
| YTD | +38.2% | +3.5% | +34.7% | +32.4% |
| 1Y | +69.3% | +4.1% | +65.2% | +61.0% |
| 3Y | +483.0% | +14.4% | +468.6% | +394.6% |
| 5Y | +364.1% | +21.4% | +342.7% | +268.2% |
| 10Y | +320.8% | +28.6% | +292.2% | +221.7% |
| All | +407.6% | +28.6% | +379.0% | +281.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling