+63.2%
EFA vs EAT
+585.9%
-522.7%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.8% |
| 7D | -2.4% | -6.2% | +3.8% | -1.8% |
| 30D | -2.2% | -3.0% | +0.8% | -2.1% |
| 3M | +5.7% | +45.6% | -40.0% | +1.5% |
| 6M | +8.2% | +53.5% | -45.4% | +3.1% |
| YTD | +11.8% | +49.6% | -37.8% | +6.7% |
| 1Y | +18.3% | +38.9% | -20.6% | +13.6% |
| All | +63.2% | +585.9% | -522.7% | +22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling