+280.4%
EMR vs EAT
+320.8%
-40.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | 0.0% |
| 7D | +2.8% | -4.0% | +6.8% | +3.7% |
| 30D | +3.7% | -2.9% | +6.6% | +4.0% |
| 3M | +2.0% | -16.9% | +18.9% | +5.7% |
| 6M | +22.1% | +57.0% | -34.8% | +8.5% |
| YTD | +27.2% | +38.2% | -11.0% | +15.5% |
| 1Y | +32.0% | +69.3% | -37.3% | +14.0% |
| 3Y | +103.3% | +483.0% | -379.7% | +26.4% |
| 5Y | +88.2% | +364.1% | -275.9% | +17.3% |
| All | +280.4% | +320.8% | -40.4% | +108.7% |
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