+125.7%
EEM vs EAT
+379.9%
-254.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | -0.7% | -6.2% | +5.5% | +0.1% |
| 30D | +2.4% | -3.0% | +5.4% | +2.6% |
| 3M | +4.2% | +45.6% | -41.5% | -1.1% |
| 6M | +14.8% | +53.5% | -38.8% | +7.8% |
| YTD | +23.1% | +49.6% | -26.5% | +15.8% |
| 1Y | +32.5% | +38.9% | -6.4% | +25.3% |
| 3Y | +85.9% | +589.7% | -503.8% | +37.6% |
| 5Y | +43.6% | +318.7% | -275.1% | +10.1% |
| All | +125.7% | +379.9% | -254.2% | +51.2% |
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