+3,912.1%
EMR vs EAT
+11,644.8%
-7,732.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.2% | +1.6% |
| 7D | -1.5% | 0.0% | -1.5% | -1.6% |
| 30D | -5.6% | +1.9% | -7.5% | -6.3% |
| 3M | +7.9% | +68.7% | -60.7% | -4.3% |
| 6M | +6.0% | +66.9% | -60.9% | -6.4% |
| YTD | +16.4% | +60.4% | -44.0% | +3.4% |
| 1Y | +16.6% | +44.0% | -27.4% | +5.2% |
| 3Y | +62.9% | +604.7% | -541.8% | +0.1% |
| 5Y | +60.1% | +347.0% | -286.9% | +3.7% |
| 10Y | +268.7% | +390.8% | -122.0% | +100.0% |
| All | +3,912.1% | +11,644.8% | -7,732.7% | +850.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling