+238.8%
EQX vs EAT
+414.8%
-176.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.7% | +1.8% |
| 7D | -3.2% | -7.7% | +4.5% | -2.1% |
| 30D | +7.8% | -13.6% | +21.3% | +9.9% |
| 3M | +21.3% | +33.9% | -12.5% | +15.9% |
| 6M | -22.4% | +47.2% | -69.6% | -27.2% |
| YTD | -11.3% | +48.1% | -59.4% | -17.1% |
| 1Y | +13.5% | +33.7% | -20.2% | +7.3% |
| 3Y | +162.1% | +595.8% | -433.6% | +88.5% |
| 5Y | +84.2% | +314.4% | -230.2% | +36.8% |
| All | +238.8% | +414.8% | -176.0% | +123.9% |
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