+418.9%
EME vs EAT
+363.9%
+55.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | +8.4% | -4.0% | +12.4% | +9.2% |
| 30D | -11.5% | -2.9% | -8.6% | -11.3% |
| 3M | -20.6% | -16.9% | -3.8% | -18.2% |
| 6M | -28.5% | +57.0% | -85.4% | -35.7% |
| YTD | +8.0% | +38.2% | -30.2% | -1.3% |
| 1Y | +6.8% | +69.3% | -62.5% | -6.9% |
| 3Y | +213.9% | +483.0% | -269.1% | +109.3% |
| All | +418.9% | +363.9% | +55.0% | +247.4% |
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