+121.1%
EEM vs EAT
+320.8%
-199.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.4% |
| 7D | +2.7% | -4.0% | +6.7% | +3.2% |
| 30D | -5.4% | -2.9% | -2.5% | -5.2% |
| 3M | -8.6% | -16.9% | +8.2% | -6.8% |
| 6M | -8.9% | +57.0% | -65.8% | -14.7% |
| YTD | +11.9% | +38.2% | -26.3% | +6.0% |
| 1Y | +13.1% | +69.3% | -56.2% | +4.1% |
| 3Y | +70.7% | +483.0% | -412.3% | +28.8% |
| 5Y | +31.8% | +364.1% | -332.4% | -0.6% |
| All | +121.1% | +320.8% | -199.7% | +55.9% |
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 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