+851.2%
EEM vs EOG
+2,188.0%
-1,336.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.9% |
| 7D | +2.0% | -1.3% | +3.3% | +2.4% |
| 30D | +5.1% | +3.4% | +1.7% | +3.7% |
| 3M | +4.6% | +7.8% | -3.3% | +0.7% |
| 6M | +17.8% | +13.4% | +4.4% | +10.4% |
| YTD | +25.8% | +43.5% | -17.7% | +7.6% |
| 1Y | +36.4% | +29.7% | +6.7% | +20.8% |
| 3Y | +90.0% | +23.2% | +66.8% | +67.0% |
| 5Y | +46.6% | +176.4% | -129.8% | -12.3% |
| 10Y | +132.3% | +119.1% | +13.1% | +25.7% |
| All | +851.2% | +2,188.0% | -1,336.8% | +107.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling