+372.3%
EAT vs VIG
+247.5%
+124.7%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.4% |
| 7D | -6.2% | -2.2% | -4.0% | -2.9% |
| 30D | -3.0% | -3.2% | +0.2% | +2.1% |
| 3M | +45.6% | +3.0% | +42.6% | +38.9% |
| 6M | +53.5% | +8.1% | +45.4% | +36.5% |
| YTD | +49.6% | +9.1% | +40.5% | +31.3% |
| 1Y | +38.9% | +12.6% | +26.3% | +16.0% |
| 3Y | +589.7% | +55.4% | +534.3% | +251.7% |
| 5Y | +318.7% | +62.8% | +255.9% | +102.5% |
| All | +372.3% | +247.5% | +124.7% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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