+53.7%
EFA vs EAT
+309.3%
-255.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.7% |
| 7D | -0.5% | -6.8% | +6.3% | +0.4% |
| 30D | -1.3% | -5.4% | +4.0% | -0.8% |
| 3M | +5.2% | +42.8% | -37.6% | 0.0% |
| 6M | +9.4% | +56.5% | -47.2% | +2.1% |
| YTD | +12.7% | +50.0% | -37.3% | +5.7% |
| 1Y | +19.3% | +38.3% | -19.0% | +12.7% |
| 3Y | +66.3% | +591.6% | -525.3% | +17.1% |
| All | +53.7% | +309.3% | -255.6% | +8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling