+38.9%
EFX vs EAT
+379.9%
-341.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -11.1% | -6.2% | -4.9% | -10.3% |
| 30D | -7.4% | -3.0% | -4.4% | -7.2% |
| 3M | +1.5% | +45.6% | -44.2% | -4.7% |
| 6M | -13.7% | +53.5% | -67.2% | -20.1% |
| YTD | -21.9% | +49.6% | -71.4% | -27.7% |
| 1Y | -30.8% | +38.9% | -69.7% | -35.5% |
| 3Y | -12.4% | +589.7% | -602.0% | -38.2% |
| 5Y | -35.9% | +318.7% | -354.6% | -53.1% |
| All | +38.9% | +379.9% | -341.0% | -7.5% |
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