+288.0%
EAT vs VSXY
+37.4%
+250.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | +0.1% |
| 7D | 0.0% | -14.0% | +14.0% | +2.7% |
| 30D | +1.9% | -15.9% | +17.8% | +4.8% |
| 3M | +68.7% | +3.4% | +65.3% | +66.4% |
| 6M | +66.9% | +25.9% | +41.0% | +53.8% |
| YTD | +60.4% | +39.5% | +20.9% | +44.0% |
| 1Y | +44.0% | +194.4% | -150.4% | +7.8% |
| 3Y | +604.7% | +281.4% | +323.3% | +339.2% |
| 5Y | +347.0% | +12.8% | +334.3% | +237.6% |
| All | +288.0% | +37.4% | +250.6% | +213.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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