+72.2%
EQX vs EAT
+313.1%
-240.9%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.7% | +1.8% |
| 7D | -3.2% | -7.7% | +4.5% | -1.8% |
| 30D | +7.8% | -13.6% | +21.3% | +10.6% |
| 3M | +21.3% | +33.9% | -12.5% | +14.1% |
| 6M | -22.4% | +47.2% | -69.6% | -28.7% |
| YTD | -11.3% | +48.1% | -59.4% | -18.9% |
| 1Y | +13.5% | +33.7% | -20.2% | +5.4% |
| 3Y | +162.1% | +595.8% | -433.6% | +54.9% |
| All | +72.2% | +313.1% | -240.9% | -8.1% |
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