+393.0%
EFA vs EAT
+1,767.7%
-1,374.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.8% | +0.1% |
| 7D | +1.2% | -4.9% | +6.1% | +2.1% |
| 30D | -0.7% | -1.2% | +0.5% | -0.7% |
| 3M | +6.4% | +52.2% | -45.8% | -2.0% |
| 6M | +11.4% | +65.0% | -53.7% | +0.3% |
| YTD | +14.0% | +55.0% | -41.0% | +3.5% |
| 1Y | +20.2% | +42.1% | -21.9% | +10.3% |
| 3Y | +68.2% | +614.7% | -546.5% | +8.9% |
| 5Y | +54.8% | +322.7% | -267.9% | +6.1% |
| 10Y | +142.4% | +382.0% | -239.7% | +39.2% |
| All | +393.0% | +1,767.7% | -1,374.6% | +64.4% |
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 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