+46.6%
EEM vs EAT
+310.8%
-264.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | -0.1% |
| 7D | +2.0% | -6.8% | +8.8% | +2.8% |
| 30D | +5.1% | -5.4% | +10.5% | +5.6% |
| 3M | +4.6% | +42.8% | -38.2% | -0.2% |
| 6M | +17.8% | +56.5% | -38.7% | +10.8% |
| YTD | +25.8% | +50.0% | -24.2% | +18.8% |
| 1Y | +36.4% | +38.3% | -1.9% | +29.6% |
| 3Y | +90.0% | +591.6% | -501.7% | +38.2% |
| 5Y | +46.6% | +312.6% | -266.1% | +7.1% |
| All | +46.6% | +310.8% | -264.3% | +7.1% |
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