-49.4%
VG vs EAT
+29.2%
-78.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.1% | +5.8% | +2.5% |
| 7D | -7.7% | -5.9% | -1.8% | -6.8% |
| 30D | -8.8% | +0.7% | -9.5% | -9.4% |
| 3M | -15.6% | -14.2% | -1.4% | -13.6% |
| 6M | +5.2% | +40.7% | -35.5% | -5.3% |
| YTD | +76.9% | +36.0% | +40.9% | +54.1% |
| 1Y | +42.5% | +83.1% | -40.6% | +5.5% |
| All | -49.4% | +29.2% | -78.6% | -57.3% |
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