+62.5%
VUG vs EAT
+368.3%
-305.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.2% | +3.1% |
| 7D | +0.5% | -3.9% | +4.4% | +1.2% |
| 30D | -8.2% | +5.0% | -13.2% | -9.2% |
| 3M | -5.4% | -9.6% | +4.2% | -4.3% |
| 6M | -2.5% | +46.8% | -49.3% | -11.1% |
| YTD | +4.2% | +41.8% | -37.6% | -5.2% |
| 1Y | +5.0% | +98.3% | -93.3% | -11.7% |
| 3Y | +81.7% | +503.1% | -421.3% | +9.4% |
| 5Y | +62.5% | +356.7% | -294.1% | -2.9% |
| All | +62.5% | +368.3% | -305.8% | -2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling