+409.6%
VUG vs EAT
+379.9%
+29.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -1.9% | -6.2% | +4.3% | -0.9% |
| 30D | -1.6% | -3.0% | +1.5% | -1.3% |
| 3M | +4.4% | +45.6% | -41.3% | -2.3% |
| 6M | +13.2% | +53.5% | -40.4% | +4.3% |
| YTD | +7.5% | +49.6% | -42.1% | -0.8% |
| 1Y | +12.5% | +38.9% | -26.4% | +4.5% |
| 3Y | +86.0% | +589.7% | -503.7% | +28.6% |
| 5Y | +76.5% | +318.7% | -242.2% | +27.5% |
| All | +409.6% | +379.9% | +29.7% | +226.4% |
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 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