+140.4%
EFA vs EAT
+379.9%
-239.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.8% |
| 7D | -2.4% | -6.2% | +3.8% | -1.5% |
| 30D | -2.2% | -3.0% | +0.8% | -2.0% |
| 3M | +5.7% | +45.6% | -40.0% | 0.0% |
| 6M | +8.2% | +53.5% | -45.4% | +1.1% |
| YTD | +11.8% | +49.6% | -37.8% | +4.6% |
| 1Y | +18.3% | +38.9% | -20.6% | +11.3% |
| 3Y | +64.9% | +589.7% | -524.7% | +19.5% |
| 5Y | +52.4% | +318.7% | -266.3% | +14.7% |
| All | +140.4% | +379.9% | -239.5% | +58.4% |
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