+5.1%
VUG vs EAT
+75.7%
-70.6%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | +2.5% | -4.0% | +6.5% | +2.7% |
| 30D | -6.3% | -2.9% | -3.4% | -6.1% |
| 3M | -6.0% | -16.9% | +10.8% | -5.2% |
| 6M | -3.5% | +57.0% | -60.5% | -7.4% |
| YTD | +3.9% | +38.2% | -34.3% | +0.8% |
| 1Y | +5.1% | +69.3% | -64.2% | +0.4% |
| All | +5.1% | +75.7% | -70.6% | +0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling