+175.4%
ET vs EAT
+381.2%
-205.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.5% |
| 7D | +0.6% | -6.8% | +7.4% | +2.2% |
| 30D | +5.3% | -5.4% | +10.7% | +6.2% |
| 3M | +15.6% | +42.8% | -27.1% | +5.8% |
| 6M | +20.6% | +56.5% | -35.9% | +6.7% |
| YTD | +38.5% | +50.0% | -11.5% | +23.2% |
| 1Y | +35.7% | +38.3% | -2.5% | +21.9% |
| 3Y | +98.4% | +591.6% | -493.3% | +13.5% |
| 5Y | +245.3% | +312.6% | -67.3% | +112.8% |
| All | +175.4% | +381.2% | -205.8% | +38.6% |
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 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