+122.7%
FE vs EAT
+333.9%
-211.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -0.1% |
| 7D | -0.4% | -8.9% | +8.5% | +0.2% |
| 30D | +3.6% | +3.4% | +0.2% | +3.3% |
| 3M | +0.3% | -9.3% | +9.7% | +0.7% |
| 6M | +6.4% | +43.8% | -37.4% | +3.3% |
| YTD | +8.1% | +39.9% | -31.7% | +4.7% |
| 1Y | +4.6% | +89.7% | -85.1% | -1.1% |
| 3Y | +49.1% | +491.3% | -442.1% | +25.6% |
| 5Y | +46.1% | +365.4% | -319.3% | +22.7% |
| 10Y | +122.7% | +325.9% | -203.2% | +78.5% |
| All | +122.7% | +333.9% | -211.2% | +78.5% |
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 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