+4.0%
EFX vs EAT
+474.6%
-470.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.7% |
| 7D | -3.6% | -7.1% | +3.4% | -2.7% |
| 30D | +25.3% | -2.3% | +27.6% | +25.4% |
| 3M | +3.8% | -19.6% | +23.4% | +6.5% |
| 6M | +12.7% | +46.0% | -33.3% | +5.6% |
| YTD | -13.1% | +37.7% | -50.8% | -18.7% |
| 1Y | -9.3% | +73.8% | -83.1% | -18.8% |
| All | +4.0% | +474.6% | -470.6% | -35.6% |
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