+200.4%
ESI vs EAT
+476.7%
-276.3%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.6% | -1.7% |
| 7D | +8.3% | -7.1% | +15.4% | +10.4% |
| 30D | -10.4% | -2.3% | -8.1% | -10.3% |
| 3M | -13.2% | -19.6% | +6.5% | -8.7% |
| 6M | -23.9% | +46.0% | -69.9% | -32.5% |
| YTD | +34.2% | +37.7% | -3.5% | +19.9% |
| 1Y | +22.2% | +73.8% | -51.6% | +2.2% |
| 3Y | +79.2% | +482.1% | -402.8% | +0.9% |
| 5Y | +38.1% | +362.5% | -324.3% | -20.9% |
| 10Y | +323.6% | +319.3% | +4.3% | +106.7% |
| All | +200.4% | +476.7% | -276.3% | +41.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling