+79.7%
EFX vs EAT
+320.8%
-241.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.4% | +0.7% |
| 7D | -0.8% | -4.0% | +3.2% | -0.2% |
| 30D | +25.1% | -2.9% | +28.0% | +25.4% |
| 3M | +1.7% | -16.9% | +18.5% | +4.1% |
| 6M | +18.4% | +57.0% | -38.6% | +9.2% |
| YTD | -12.5% | +38.2% | -50.7% | -18.3% |
| 1Y | -8.1% | +69.3% | -77.4% | -17.1% |
| 3Y | +4.8% | +483.0% | -478.2% | -24.4% |
| 5Y | -30.1% | +364.1% | -394.3% | -49.5% |
| All | +79.7% | +320.8% | -241.1% | +22.0% |
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