+81.7%
VUG vs EAT
+498.6%
-416.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.2% | +3.0% |
| 7D | +0.5% | -3.9% | +4.4% | +1.0% |
| 30D | -8.2% | +5.0% | -13.2% | -8.8% |
| 3M | -5.4% | -9.6% | +4.2% | -4.7% |
| 6M | -2.5% | +46.8% | -49.3% | -8.3% |
| YTD | +4.2% | +41.8% | -37.6% | -2.1% |
| 1Y | +5.0% | +98.3% | -93.3% | -6.6% |
| 3Y | +81.7% | +503.1% | -421.3% | +45.0% |
| All | +81.7% | +498.6% | -416.9% | +45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling