+381.4%
EAT vs VO
+193.0%
+188.5%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -2.0% |
| 7D | -6.8% | -0.6% | -6.2% | -5.9% |
| 30D | -5.4% | -1.9% | -3.5% | -2.6% |
| 3M | +42.8% | +3.3% | +39.5% | +35.7% |
| 6M | +56.5% | +9.7% | +46.8% | +35.7% |
| YTD | +50.0% | +12.6% | +37.4% | +24.9% |
| 1Y | +38.3% | +13.6% | +24.6% | +13.1% |
| 3Y | +591.6% | +56.8% | +534.8% | +244.7% |
| 5Y | +312.6% | +42.3% | +270.4% | +144.6% |
| 10Y | +381.4% | +199.2% | +182.3% | +24.3% |
| All | +381.4% | +193.0% | +188.5% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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