+284.0%
FITB vs EAT
+374.9%
-90.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +0.8% |
| 7D | -0.3% | -7.7% | +7.4% | +2.2% |
| 30D | -5.7% | -13.6% | +7.9% | -1.6% |
| 3M | +3.2% | +33.9% | -30.7% | -6.7% |
| 6M | +23.4% | +47.2% | -23.8% | +6.9% |
| YTD | +18.8% | +48.1% | -29.3% | +2.2% |
| 1Y | +25.0% | +33.7% | -8.7% | +9.8% |
| 3Y | +131.2% | +595.8% | -464.6% | +9.7% |
| 5Y | +70.7% | +314.4% | -243.7% | -9.7% |
| All | +284.0% | +374.9% | -90.9% | +59.8% |
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