+6,459.5%
EFX vs EAT
+11,644.8%
-5,185.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.6% | -7.0% | -6.5% |
| 7D | -8.6% | 0.0% | -8.7% | -8.7% |
| 30D | +0.1% | +1.9% | -1.8% | -0.6% |
| 3M | +3.8% | +68.7% | -64.8% | -6.6% |
| 6M | -13.5% | +66.9% | -80.4% | -22.7% |
| YTD | -17.7% | +60.4% | -78.1% | -26.2% |
| 1Y | -25.6% | +44.0% | -69.6% | -32.3% |
| 3Y | -12.1% | +604.7% | -616.8% | -43.1% |
| 5Y | -33.8% | +347.0% | -380.8% | -54.9% |
| 10Y | +45.1% | +390.8% | -345.6% | -16.5% |
| All | +6,459.5% | +11,644.8% | -5,185.3% | +1,478.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling