-80.3%
FIG vs EAT
+36.0%
-116.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -3.4% | -2.3% | -5.9% |
| 7D | -16.4% | -4.9% | -11.4% | -16.6% |
| 30D | -2.3% | -1.2% | -1.1% | -2.5% |
| 3M | +7.8% | +52.2% | -44.4% | +10.2% |
| 6M | -21.8% | +65.0% | -86.9% | -19.9% |
| YTD | -39.1% | +55.0% | -94.1% | -38.8% |
| 1Y | -56.6% | +42.1% | -98.7% | -59.2% |
| All | -80.3% | +36.0% | -116.3% | -81.4% |
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