+1,202.4%
VUG vs EAT
+1,159.4%
+43.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.2% | +1.1% |
| 7D | -1.1% | -8.9% | +7.9% | +0.7% |
| 30D | -7.0% | +3.4% | -10.4% | -7.8% |
| 3M | -3.7% | -9.3% | +5.6% | -2.6% |
| 6M | -1.6% | +43.8% | -45.4% | -9.4% |
| YTD | +5.1% | +39.9% | -34.7% | -3.5% |
| 1Y | +3.8% | +89.7% | -86.0% | -10.6% |
| 3Y | +79.9% | +491.3% | -411.4% | +19.9% |
| 5Y | +66.4% | +365.4% | -299.0% | +12.0% |
| 10Y | +405.3% | +325.9% | +79.4% | +199.2% |
| All | +1,202.4% | +1,159.4% | +43.0% | +429.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling