-30.6%
EFX vs EAT
+355.7%
-386.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.6% |
| 7D | -3.6% | -7.1% | +3.4% | -2.3% |
| 30D | +25.3% | -2.3% | +27.6% | +25.5% |
| 3M | +3.8% | -19.6% | +23.4% | +7.8% |
| 6M | +12.7% | +46.0% | -33.3% | +2.5% |
| YTD | -13.1% | +37.7% | -50.8% | -21.0% |
| 1Y | -9.3% | +73.8% | -83.1% | -22.3% |
| 3Y | +3.5% | +482.1% | -478.5% | -39.5% |
| 5Y | -30.6% | +362.5% | -393.1% | -60.1% |
| All | -30.6% | +355.7% | -386.4% | -60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling