+62.1%
EMR vs EAT
+612.9%
-550.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +2.9% | +0.2% |
| 7D | +3.1% | -4.9% | +8.0% | +4.0% |
| 30D | -3.5% | -1.2% | -2.3% | -3.6% |
| 3M | +9.8% | +52.2% | -42.5% | +0.4% |
| 6M | +10.8% | +65.0% | -54.3% | -0.8% |
| YTD | +15.9% | +55.0% | -39.1% | +4.8% |
| 1Y | +16.4% | +42.1% | -25.6% | +6.8% |
| 3Y | +62.1% | +614.7% | -552.6% | +15.3% |
| All | +62.1% | +612.9% | -550.8% | +15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling