+576.2%
FE vs EAT
+5,252.2%
-4,676.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.4% |
| 3M | +3.5% | +68.7% | -65.2% | -1.7% |
| 6M | -6.1% | +66.9% | -73.0% | -11.1% |
| YTD | +7.6% | +60.4% | -52.8% | +2.0% |
| 1Y | +11.9% | +44.0% | -32.1% | +6.9% |
| 3Y | +48.4% | +604.7% | -556.3% | +18.0% |
| 5Y | +44.8% | +347.0% | -302.2% | +17.4% |
| 10Y | +115.9% | +390.8% | -274.9% | +59.2% |
| All | +576.2% | +5,252.2% | -4,676.0% | +281.1% |
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 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