+2,465.2%
ED vs EAT
+9,855.7%
-7,390.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +1.0% |
| 7D | +2.1% | -5.9% | +8.0% | +2.5% |
| 30D | +12.4% | +0.7% | +11.8% | +12.3% |
| 3M | +13.1% | -14.2% | +27.4% | +13.9% |
| 6M | +14.1% | +40.7% | -26.7% | +11.4% |
| YTD | +23.1% | +36.0% | -12.9% | +20.0% |
| 1Y | +25.4% | +83.1% | -57.6% | +20.1% |
| 3Y | +47.9% | +474.8% | -427.0% | +29.7% |
| 5Y | +81.9% | +347.6% | -265.7% | +59.4% |
| 10Y | +141.3% | +321.5% | -180.3% | +103.3% |
| All | +2,465.2% | +9,855.7% | -7,390.4% | +1,365.3% |
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