+164.3%
EWY vs EAT
+37.5%
+126.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.6% | +4.0% | +4.5% |
| 7D | +4.8% | 0.0% | +4.8% | +4.8% |
| 30D | +11.7% | +1.9% | +9.8% | +11.2% |
| 3M | -7.4% | +68.7% | -76.1% | -14.0% |
| 6M | +40.6% | +66.9% | -26.3% | +31.5% |
| YTD | +94.3% | +60.4% | +33.9% | +82.8% |
| 1Y | +164.3% | +44.0% | +120.3% | +154.0% |
| All | +164.3% | +37.5% | +126.8% | +154.0% |
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 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