+854.3%
EEM vs EAT
+1,507.0%
-652.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.7% |
| 7D | +2.3% | 0.0% | +2.3% | +2.3% |
| 30D | +4.5% | +1.9% | +2.7% | +3.9% |
| 3M | -0.1% | +68.7% | -68.7% | -10.7% |
| 6M | +16.9% | +66.9% | -50.0% | +4.0% |
| YTD | +26.2% | +60.4% | -34.2% | +12.8% |
| 1Y | +40.5% | +44.0% | -3.5% | +27.4% |
| 3Y | +86.2% | +604.7% | -518.5% | +14.6% |
| 5Y | +45.5% | +347.0% | -301.6% | -6.0% |
| 10Y | +128.6% | +390.8% | -262.1% | +21.3% |
| All | +854.3% | +1,507.0% | -652.7% | +216.9% |
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 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