+30.7%
EMB vs EAT
+370.1%
-339.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | 0.0% |
| 7D | 0.0% | -6.8% | +6.8% | +0.5% |
| 30D | -0.3% | -5.4% | +5.1% | 0.0% |
| 3M | -0.3% | +42.8% | -43.0% | -2.8% |
| 6M | +0.7% | +56.5% | -55.8% | -2.6% |
| YTD | +1.3% | +50.0% | -48.8% | -2.0% |
| 1Y | +4.7% | +38.3% | -33.6% | +1.7% |
| 3Y | +30.1% | +591.6% | -561.6% | +11.1% |
| 5Y | +6.9% | +312.6% | -305.8% | -7.3% |
| 10Y | +30.7% | +381.4% | -350.7% | +1.2% |
| All | +30.7% | +370.1% | -339.3% | +1.2% |
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