+413.8%
EAT vs USFR
+28.6%
+385.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | -8.9% | +0.1% | -9.0% | -9.0% |
| 30D | +3.4% | +0.4% | +3.0% | +2.9% |
| 3M | -9.3% | +1.1% | -10.4% | -10.6% |
| 6M | +43.8% | +2.1% | +41.7% | +40.2% |
| YTD | +39.9% | +3.4% | +36.4% | +34.1% |
| 1Y | +89.7% | +4.1% | +85.6% | +80.4% |
| 3Y | +491.3% | +14.4% | +476.8% | +401.4% |
| 5Y | +365.4% | +21.4% | +344.0% | +269.1% |
| 10Y | +325.9% | +28.5% | +297.4% | +225.6% |
| All | +413.8% | +28.6% | +385.2% | +286.2% |
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