+1,284.9%
EME vs EAT
+379.9%
+905.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +0.9% | -6.2% | +7.1% | +2.5% |
| 30D | -8.4% | -3.0% | -5.4% | -8.0% |
| 3M | -3.6% | +45.6% | -49.2% | -12.5% |
| 6M | +3.6% | +53.5% | -50.0% | -8.1% |
| YTD | +22.5% | +49.6% | -27.1% | +8.9% |
| 1Y | +18.2% | +38.9% | -20.7% | +6.2% |
| 3Y | +238.4% | +589.7% | -351.3% | +98.1% |
| 5Y | +550.5% | +318.7% | +231.9% | +308.0% |
| All | +1,284.9% | +379.9% | +905.0% | +656.8% |
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 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