+131.7%
EMB vs EAT
+1,539.4%
-1,407.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | -0.3% | +1.9% | -2.2% | -0.5% |
| 3M | -0.4% | +68.7% | -69.1% | -3.5% |
| 6M | +0.1% | +66.9% | -66.8% | -3.2% |
| YTD | +1.6% | +60.4% | -58.8% | -1.6% |
| 1Y | +5.6% | +44.0% | -38.4% | +2.7% |
| 3Y | +29.8% | +604.7% | -574.9% | +13.6% |
| 5Y | +7.3% | +347.0% | -339.8% | -5.2% |
| 10Y | +30.4% | +390.8% | -360.3% | +7.7% |
| All | +131.7% | +1,539.4% | -1,407.7% | +68.6% |
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