+104.2%
FE vs EAT
+378.4%
-274.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.4% | -0.2% |
| 7D | 0.0% | -2.6% | +2.6% | +0.1% |
| 30D | +5.2% | +11.5% | -6.3% | +4.3% |
| 3M | 0.0% | -9.1% | +9.1% | +0.4% |
| 6M | +5.0% | +40.4% | -35.4% | +2.2% |
| YTD | +7.9% | +43.9% | -36.0% | +4.3% |
| 1Y | +6.3% | +101.9% | -95.6% | +0.2% |
| 3Y | +46.0% | +489.9% | -443.8% | +23.3% |
| 5Y | +45.6% | +362.6% | -317.0% | +22.8% |
| All | +104.2% | +378.4% | -274.1% | +57.8% |
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