+141.3%
ED vs EAT
+328.6%
-187.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +0.8% |
| 7D | +2.1% | -5.9% | +8.0% | +2.2% |
| 30D | +12.4% | +0.7% | +11.8% | +12.4% |
| 3M | +13.1% | -14.2% | +27.4% | +13.3% |
| 6M | +14.1% | +40.7% | -26.7% | +13.3% |
| YTD | +23.1% | +36.0% | -12.9% | +22.2% |
| 1Y | +25.4% | +83.1% | -57.6% | +23.9% |
| 3Y | +47.9% | +474.8% | -427.0% | +41.4% |
| 5Y | +81.9% | +347.6% | -265.7% | +73.5% |
| 10Y | +141.3% | +321.5% | -180.3% | +143.6% |
| All | +141.3% | +328.6% | -187.3% | +143.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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