+295.3%
ESI vs EAT
+379.9%
-84.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.2% | -4.4% |
| 7D | -2.3% | -6.2% | +3.9% | -0.7% |
| 30D | -9.0% | -3.0% | -6.0% | -8.6% |
| 3M | -13.3% | +45.6% | -58.9% | -22.2% |
| 6M | +5.3% | +53.5% | -48.3% | -7.5% |
| YTD | +37.6% | +49.6% | -12.0% | +21.2% |
| 1Y | +33.6% | +38.9% | -5.3% | +18.9% |
| 3Y | +75.8% | +589.7% | -513.9% | -4.8% |
| 5Y | +68.6% | +318.7% | -250.1% | -0.2% |
| All | +295.3% | +379.9% | -84.5% | +84.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling