+314.0%
ESI vs EAT
+381.2%
-67.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.3% |
| 7D | +3.9% | -6.8% | +10.7% | +5.8% |
| 30D | -3.8% | -5.4% | +1.6% | -2.7% |
| 3M | -13.1% | +42.8% | -55.9% | -21.7% |
| 6M | +11.3% | +56.5% | -45.2% | -2.6% |
| YTD | +44.1% | +50.0% | -5.9% | +26.8% |
| 1Y | +40.3% | +38.3% | +2.1% | +25.1% |
| 3Y | +84.1% | +591.6% | -507.6% | -0.4% |
| 5Y | +75.8% | +312.6% | -236.8% | +4.4% |
| All | +314.0% | +381.2% | -67.3% | +93.3% |
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