+489.3%
EAT vs USFR
+27.5%
+461.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | 0.0% | +0.1% | 0.0% | -0.1% |
| 30D | +1.9% | +0.3% | +1.6% | +1.5% |
| 3M | +68.7% | +1.0% | +67.7% | +66.6% |
| 6M | +66.9% | +1.9% | +65.0% | +63.0% |
| YTD | +60.4% | +2.6% | +57.8% | +55.3% |
| 1Y | +44.0% | +4.0% | +40.0% | +37.1% |
| 3Y | +604.7% | +14.1% | +590.6% | +500.0% |
| 5Y | +347.0% | +20.4% | +326.6% | +258.4% |
| 10Y | +390.8% | +28.0% | +362.8% | +278.4% |
| All | +489.3% | +27.5% | +461.7% | +347.5% |
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