+1,244.2%
EWY vs EAT
+2,088.0%
-843.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +3.9% | +1.2% |
| 7D | +8.0% | -4.9% | +12.9% | +9.1% |
| 30D | +14.3% | -1.2% | +15.5% | +14.4% |
| 3M | +2.3% | +52.2% | -49.9% | -6.5% |
| 6M | +49.9% | +65.0% | -15.2% | +34.1% |
| YTD | +95.3% | +55.0% | +40.3% | +76.5% |
| 1Y | +161.7% | +42.1% | +119.7% | +138.5% |
| 3Y | +230.2% | +614.7% | -384.5% | +107.7% |
| 5Y | +148.1% | +322.7% | -174.6% | +66.1% |
| 10Y | +293.2% | +382.0% | -88.9% | +118.5% |
| All | +1,244.2% | +2,088.0% | -843.8% | +355.3% |
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