+1,333.5%
ET vs EAT
+969.5%
+364.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.2% |
| 7D | +3.0% | -7.1% | +10.1% | +4.5% |
| 30D | -3.5% | -2.3% | -1.1% | -3.4% |
| 3M | -5.6% | -19.6% | +14.0% | -2.1% |
| 6M | +0.5% | +46.0% | -45.5% | -8.8% |
| YTD | +26.3% | +37.7% | -11.3% | +14.7% |
| 1Y | +25.7% | +73.8% | -48.1% | +8.0% |
| 3Y | +85.1% | +482.1% | -397.0% | +16.9% |
| 5Y | +216.4% | +362.5% | -146.1% | +99.4% |
| 10Y | +160.9% | +319.3% | -158.3% | +41.8% |
| All | +1,333.5% | +969.5% | +364.0% | +412.7% |
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