+146.1%
EWT vs EAT
+308.2%
-162.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.3% | -2.5% |
| 7D | -1.1% | -6.2% | +5.1% | -0.3% |
| 30D | +4.8% | -3.0% | +7.8% | +5.0% |
| 3M | +11.1% | +45.6% | -34.5% | +4.9% |
| 6M | +54.6% | +53.5% | +1.1% | +44.2% |
| YTD | +71.4% | +49.6% | +21.9% | +60.2% |
| 1Y | +82.1% | +38.9% | +43.2% | +71.3% |
| 3Y | +193.2% | +589.7% | -396.4% | +104.7% |
| 5Y | +146.1% | +318.7% | -172.6% | +74.5% |
| All | +146.1% | +308.2% | -162.1% | +74.5% |
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