+110.7%
ED vs EAT
+370.1%
-259.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.7% |
| 7D | -0.2% | -6.8% | +6.6% | -0.1% |
| 30D | +1.9% | -5.4% | +7.3% | +2.0% |
| 3M | +1.9% | +42.8% | -40.9% | +1.2% |
| 6M | -2.3% | +56.5% | -58.8% | -3.0% |
| YTD | +10.9% | +50.0% | -39.1% | +10.0% |
| 1Y | +14.5% | +38.3% | -23.8% | +13.7% |
| 3Y | +33.4% | +591.6% | -558.3% | +27.3% |
| 5Y | +67.3% | +312.6% | -245.3% | +59.9% |
| 10Y | +110.7% | +381.4% | -270.8% | +111.1% |
| All | +110.7% | +370.1% | -259.4% | +111.1% |
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