+1,458.7%
ET vs EAT
+1,146.0%
+312.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +0.9% | 0.0% | +0.9% | +0.9% |
| 30D | +7.5% | +1.9% | +5.6% | +6.8% |
| 3M | +11.4% | +68.7% | -57.2% | -0.9% |
| 6M | +18.5% | +66.9% | -48.4% | +4.5% |
| YTD | +37.4% | +60.4% | -23.0% | +21.7% |
| 1Y | +30.9% | +44.0% | -13.1% | +17.7% |
| 3Y | +98.7% | +604.7% | -506.0% | +20.9% |
| 5Y | +230.7% | +347.0% | -116.3% | +111.4% |
| 10Y | +175.6% | +390.8% | -215.2% | +46.0% |
| All | +1,458.7% | +1,146.0% | +312.7% | +443.9% |
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