+28.3%
EL vs EAT
+370.1%
-341.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.2% | +0.4% | -2.2% |
| 7D | -2.4% | -6.8% | +4.4% | -0.9% |
| 30D | +13.7% | -5.4% | +19.0% | +14.7% |
| 3M | +14.5% | +42.8% | -28.3% | +5.9% |
| 6M | +7.4% | +56.5% | -49.1% | -3.2% |
| YTD | -4.7% | +50.0% | -54.7% | -13.6% |
| 1Y | +12.9% | +38.3% | -25.3% | +3.4% |
| 3Y | -32.2% | +591.6% | -623.9% | -56.7% |
| 5Y | -68.4% | +312.6% | -381.0% | -78.5% |
| 10Y | +28.3% | +381.4% | -353.2% | -25.3% |
| All | +28.3% | +370.1% | -341.8% | -25.3% |
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