+513.6%
EWT vs EAT
+374.9%
+138.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.9% | +1.9% |
| 7D | -1.1% | -7.7% | +6.6% | -0.2% |
| 30D | +4.5% | -13.6% | +18.0% | +6.1% |
| 3M | +8.3% | +33.9% | -25.6% | +4.3% |
| 6M | +54.2% | +47.2% | +7.0% | +46.3% |
| YTD | +74.6% | +48.1% | +26.5% | +65.3% |
| 1Y | +84.9% | +33.7% | +51.2% | +76.4% |
| 3Y | +197.5% | +595.8% | -398.2% | +128.5% |
| 5Y | +150.6% | +314.4% | -163.8% | +98.3% |
| All | +513.6% | +374.9% | +138.7% | +337.0% |
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