+312.6%
EAT vs VIG
+62.2%
+250.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -2.4% |
| 7D | -6.8% | -1.2% | -5.6% | -5.1% |
| 30D | -5.4% | -2.8% | -2.5% | -1.2% |
| 3M | +42.8% | +2.5% | +40.3% | +37.5% |
| 6M | +56.5% | +8.1% | +48.4% | +39.6% |
| YTD | +50.0% | +9.6% | +40.5% | +31.3% |
| 1Y | +38.3% | +14.2% | +24.1% | +13.7% |
| 3Y | +591.6% | +56.1% | +535.5% | +257.2% |
| 5Y | +312.6% | +62.8% | +249.8% | +100.1% |
| All | +312.6% | +62.2% | +250.4% | +100.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling