+49.0%
FE vs EAT
+350.4%
-301.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.6% |
| 7D | +1.9% | 0.0% | +1.9% | +1.9% |
| 30D | -1.2% | +1.9% | -3.0% | -1.3% |
| 3M | +3.5% | +68.7% | -65.2% | +1.7% |
| 6M | -6.1% | +66.9% | -73.0% | -7.8% |
| YTD | +7.6% | +60.4% | -52.8% | +5.6% |
| 1Y | +11.9% | +44.0% | -32.1% | +10.2% |
| 3Y | +48.4% | +604.7% | -556.3% | +32.1% |
| All | +49.0% | +350.4% | -301.4% | +31.1% |
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