+46.3%
FE vs EAT
+361.6%
-315.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.4% | -1.3% |
| 7D | -1.0% | -2.6% | +1.6% | -1.0% |
| 30D | +4.1% | +11.5% | -7.3% | +3.8% |
| 3M | -1.0% | -9.1% | +8.1% | -0.8% |
| 6M | +4.0% | +40.4% | -36.4% | +2.7% |
| YTD | +6.8% | +43.9% | -37.1% | +5.1% |
| 1Y | +5.3% | +101.9% | -96.7% | +2.1% |
| 3Y | +44.6% | +489.9% | -445.3% | +29.2% |
| All | +46.3% | +361.6% | -315.3% | +30.5% |
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