+218.3%
ET vs EAT
+342.4%
-124.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.1% | +5.9% | +2.3% |
| 7D | -1.9% | -5.9% | +4.0% | -1.2% |
| 30D | -3.1% | +0.7% | -3.7% | -3.4% |
| 3M | -3.9% | -14.2% | +10.3% | -2.6% |
| 6M | +4.0% | +40.7% | -36.7% | -1.7% |
| YTD | +26.4% | +36.0% | -9.6% | +19.2% |
| 1Y | +24.9% | +83.1% | -58.2% | +12.0% |
| 3Y | +85.2% | +474.8% | -389.6% | +37.6% |
| 5Y | +218.3% | +347.6% | -129.3% | +138.2% |
| All | +218.3% | +342.4% | -124.1% | +138.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling