+8.0%
EMB vs EAT
+342.4%
-334.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | -0.3% |
| 7D | +0.5% | -5.9% | +6.4% | +0.9% |
| 30D | +0.9% | +0.7% | +0.2% | +0.7% |
| 3M | -2.1% | -14.2% | +12.1% | -1.4% |
| 6M | -2.2% | +40.7% | -42.9% | -4.8% |
| YTD | -0.6% | +36.0% | -36.6% | -3.4% |
| 1Y | +0.2% | +83.1% | -82.8% | -4.8% |
| 3Y | +29.5% | +474.8% | -445.3% | +8.9% |
| 5Y | +8.0% | +347.6% | -339.6% | -10.8% |
| All | +8.0% | +342.4% | -334.4% | -10.8% |
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