-3.5%
VG vs EAT
+39.5%
-43.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | -0.2% |
| 7D | -22.0% | -2.6% | -19.4% | -22.1% |
| 30D | -11.6% | +11.5% | -23.1% | -10.2% |
| 3M | -14.9% | -9.1% | -5.8% | -15.9% |
| 6M | -3.5% | +40.4% | -44.0% | +13.7% |
| All | -3.5% | +39.5% | -43.0% | +13.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling