+238.2%
ET vs EAT
+326.5%
-88.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.5% |
| 7D | +0.4% | -4.9% | +5.3% | +1.1% |
| 30D | +6.9% | -1.2% | +8.1% | +6.8% |
| 3M | +13.1% | +52.2% | -39.2% | +6.5% |
| 6M | +18.7% | +65.0% | -46.3% | +9.8% |
| YTD | +37.4% | +55.0% | -17.6% | +27.9% |
| 1Y | +34.8% | +42.1% | -7.2% | +26.7% |
| 3Y | +96.8% | +614.7% | -517.9% | +42.2% |
| 5Y | +238.2% | +322.7% | -84.5% | +150.2% |
| All | +238.2% | +326.5% | -88.2% | +150.2% |
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