+2,207.4%
ED vs EAT
+11,644.8%
-9,437.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.4% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | -0.1% | +1.9% | -2.0% | -0.3% |
| 3M | +3.9% | +68.7% | -64.7% | +0.7% |
| 6M | -3.0% | +66.9% | -69.9% | -6.3% |
| YTD | +10.7% | +60.4% | -49.7% | +7.1% |
| 1Y | +13.3% | +44.0% | -30.7% | +10.2% |
| 3Y | +34.5% | +604.7% | -570.2% | +16.6% |
| 5Y | +67.1% | +347.0% | -279.9% | +46.7% |
| 10Y | +103.0% | +390.8% | -287.7% | +69.8% |
| All | +2,207.4% | +11,644.8% | -9,437.4% | +1,207.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling