+277.4%
EMR vs EAT
+370.1%
-92.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.5% |
| 7D | +0.9% | -6.8% | +7.7% | +2.5% |
| 30D | -5.0% | -5.4% | +0.4% | -4.1% |
| 3M | +5.9% | +42.8% | -36.8% | -3.1% |
| 6M | +7.3% | +56.5% | -49.2% | -4.5% |
| YTD | +14.6% | +50.0% | -35.5% | +2.6% |
| 1Y | +15.6% | +38.3% | -22.6% | +4.8% |
| 3Y | +60.2% | +591.6% | -531.5% | -4.1% |
| 5Y | +65.8% | +312.6% | -246.8% | +6.6% |
| 10Y | +277.4% | +381.4% | -104.1% | +95.5% |
| All | +277.4% | +370.1% | -92.7% | +95.5% |
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