+322.7%
EAT vs VO
+43.2%
+279.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -2.6% |
| 7D | -4.9% | +0.6% | -5.5% | -5.7% |
| 30D | -1.2% | -1.1% | -0.1% | +0.2% |
| 3M | +52.2% | +4.5% | +47.7% | +43.0% |
| 6M | +65.0% | +11.1% | +54.0% | +42.8% |
| YTD | +55.0% | +13.5% | +41.5% | +30.1% |
| 1Y | +42.1% | +14.5% | +27.6% | +17.5% |
| 3Y | +614.7% | +58.1% | +556.6% | +281.3% |
| 5Y | +322.7% | +43.3% | +279.5% | +153.1% |
| All | +322.7% | +43.2% | +279.5% | +153.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling