+15.6%
EMR vs EAT
+39.0%
-23.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.7% |
| 7D | +0.9% | -6.8% | +7.7% | +2.0% |
| 30D | -5.0% | -5.4% | +0.4% | -4.3% |
| 3M | +5.9% | +42.8% | -36.8% | -1.4% |
| 6M | +7.3% | +56.5% | -49.2% | -1.5% |
| YTD | +14.6% | +50.0% | -35.5% | +5.6% |
| 1Y | +15.6% | +38.3% | -22.6% | +13.5% |
| All | +15.6% | +39.0% | -23.3% | +13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling