+594.1%
EWT vs EAT
+2,692.4%
-2,098.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.8% |
| 7D | +4.0% | 0.0% | +4.0% | +4.0% |
| 30D | +10.3% | +1.9% | +8.4% | +9.8% |
| 3M | +6.1% | +68.7% | -62.6% | -2.7% |
| 6M | +56.6% | +66.9% | -10.3% | +43.1% |
| YTD | +76.6% | +60.4% | +16.2% | +62.0% |
| 1Y | +97.9% | +44.0% | +53.9% | +83.5% |
| 3Y | +198.0% | +604.7% | -406.7% | +107.8% |
| 5Y | +151.8% | +347.0% | -195.3% | +82.2% |
| 10Y | +514.1% | +390.8% | +123.4% | +286.4% |
| All | +594.1% | +2,692.4% | -2,098.3% | +221.0% |
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 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