+85.9%
EEM vs EOSE
+42.6%
+43.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.3% |
| 7D | -1.3% | +1.8% | -3.1% | -1.4% |
| 30D | +2.1% | -6.8% | +8.9% | +2.2% |
| 3M | +1.0% | -36.3% | +37.3% | +2.8% |
| 6M | +15.9% | -38.8% | +54.7% | +17.5% |
| YTD | +24.6% | -65.5% | +90.2% | +28.3% |
| 1Y | +32.3% | -45.3% | +77.6% | +32.9% |
| 3Y | +85.9% | +44.2% | +41.8% | +75.2% |
| All | +85.9% | +42.6% | +43.3% | +75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 3y: compounded portfolio wealth divided by compounded EOSE 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…
3y analysis · Full analysis span regression · 6 months rolling