+290.8%
EWY vs EAT
+379.9%
-89.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.9% | -4.2% |
| 7D | +1.2% | -6.2% | +7.4% | +2.2% |
| 30D | +9.3% | -3.0% | +12.3% | +9.6% |
| 3M | +2.4% | +45.6% | -43.2% | -3.5% |
| 6M | +40.3% | +53.5% | -13.3% | +30.6% |
| YTD | +88.0% | +49.6% | +38.4% | +75.4% |
| 1Y | +143.8% | +38.9% | +104.9% | +128.6% |
| 3Y | +217.8% | +589.7% | -371.9% | +128.2% |
| 5Y | +142.7% | +318.7% | -175.9% | +81.2% |
| All | +290.8% | +379.9% | -89.1% | +158.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling