+1,011.0%
EAT vs VIG
+650.0%
+361.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.5% |
| 7D | -5.9% | +1.0% | -6.9% | -7.2% |
| 30D | +0.7% | +4.5% | -3.9% | -5.3% |
| 3M | -14.2% | +2.1% | -16.3% | -16.6% |
| 6M | +40.7% | +10.5% | +30.2% | +22.6% |
| YTD | +36.0% | +15.1% | +20.9% | +12.5% |
| 1Y | +83.1% | +16.9% | +66.2% | +48.2% |
| 3Y | +474.8% | +65.6% | +409.3% | +192.3% |
| 5Y | +347.6% | +64.4% | +283.2% | +135.6% |
| 10Y | +321.5% | +260.6% | +60.9% | -9.8% |
| All | +1,011.0% | +650.0% | +361.0% | -6.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling