-13.0%
EFX vs EAT
+587.9%
-600.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.2% | +1.2% | -1.6% |
| 7D | -9.4% | -6.8% | -2.6% | -8.5% |
| 30D | -6.9% | -5.4% | -1.5% | -6.4% |
| 3M | +0.1% | +42.8% | -42.6% | -5.4% |
| 6M | -17.3% | +56.5% | -73.8% | -23.5% |
| YTD | -21.8% | +50.0% | -71.9% | -27.5% |
| 1Y | -32.5% | +38.3% | -70.8% | -36.7% |
| All | -13.0% | +587.9% | -600.9% | -45.8% |
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 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