+4,285.9%
EMR vs EAT
+10,140.3%
-5,854.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.1% | -0.9% |
| 7D | -2.0% | -8.9% | +7.0% | 0.0% |
| 30D | +2.8% | +3.4% | -0.6% | +1.8% |
| 3M | +2.0% | -9.3% | +11.3% | +3.4% |
| 6M | +20.7% | +43.8% | -23.1% | +10.0% |
| YTD | +27.3% | +39.9% | -12.6% | +15.8% |
| 1Y | +31.0% | +89.7% | -58.7% | +11.1% |
| 3Y | +103.6% | +491.3% | -387.6% | +29.8% |
| 5Y | +88.6% | +365.4% | -276.8% | +20.8% |
| 10Y | +280.6% | +325.9% | -45.3% | +111.9% |
| All | +4,285.9% | +10,140.3% | -5,854.4% | +964.4% |
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