+195.2%
ESI vs EAT
+469.5%
-274.3%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | +0.5% |
| 7D | -6.6% | -5.9% | -0.7% | -5.2% |
| 30D | -9.8% | +0.7% | -10.5% | -10.4% |
| 3M | -11.9% | -14.2% | +2.3% | -9.2% |
| 6M | -25.1% | +40.7% | -65.8% | -32.9% |
| YTD | +31.9% | +36.0% | -4.1% | +18.3% |
| 1Y | +19.2% | +83.1% | -63.9% | -1.9% |
| 3Y | +76.2% | +474.8% | -398.7% | -0.5% |
| 5Y | +39.4% | +347.6% | -308.2% | -19.5% |
| 10Y | +304.9% | +321.5% | -16.6% | +97.1% |
| All | +195.2% | +469.5% | -274.3% | +39.6% |
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