+32.3%
EEM vs EOG
+28.1%
+4.2%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.3% | +1.2% |
| 7D | -1.3% | +1.5% | -2.7% | -1.0% |
| 30D | +2.1% | +2.9% | -0.9% | +2.7% |
| 3M | +1.0% | +8.7% | -7.7% | +3.5% |
| 6M | +15.9% | +12.9% | +3.0% | +17.4% |
| YTD | +24.6% | +43.8% | -19.2% | +21.8% |
| 1Y | +32.3% | +27.1% | +5.2% | +29.8% |
| All | +32.3% | +28.1% | +4.2% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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