+89.6%
EMR vs EAT
+342.4%
-252.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | -0.4% |
| 7D | +0.7% | -5.9% | +6.6% | +1.9% |
| 30D | +3.5% | +0.7% | +2.9% | +3.1% |
| 3M | +5.9% | -14.2% | +20.2% | +8.4% |
| 6M | +19.4% | +40.7% | -21.3% | +9.9% |
| YTD | +27.7% | +36.0% | -8.3% | +17.6% |
| 1Y | +30.9% | +83.1% | -52.1% | +13.0% |
| 3Y | +104.2% | +474.8% | -370.6% | +36.2% |
| 5Y | +89.6% | +347.6% | -258.0% | +31.7% |
| All | +89.6% | +342.4% | -252.8% | +31.7% |
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 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