+910.6%
EWY vs EAT
+1,850.4%
-939.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.9% |
| 7D | +4.2% | -4.0% | +8.2% | +5.1% |
| 30D | -10.7% | -2.9% | -7.8% | -10.3% |
| 3M | -20.1% | -16.9% | -3.2% | -17.5% |
| 6M | -24.3% | +57.0% | -81.3% | -31.6% |
| YTD | +46.9% | +38.2% | +8.7% | +35.2% |
| 1Y | +55.2% | +69.3% | -14.1% | +36.7% |
| 3Y | +157.0% | +483.0% | -326.0% | +68.2% |
| 5Y | +98.9% | +364.1% | -265.3% | +30.5% |
| 10Y | +226.3% | +320.8% | -94.5% | +86.2% |
| All | +910.6% | +1,850.4% | -939.8% | +248.8% |
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