+12.8%
EMB vs EOSE
-60.6%
+73.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.1% |
| 7D | -1.2% | +1.8% | -3.0% | -1.2% |
| 30D | -1.3% | -6.8% | +5.6% | -1.2% |
| 3M | -1.8% | -36.3% | +34.5% | -1.3% |
| 6M | +0.2% | -38.8% | +39.0% | +0.5% |
| YTD | +0.4% | -65.5% | +65.9% | +1.3% |
| 1Y | +2.8% | -45.3% | +48.1% | +2.6% |
| 3Y | +29.1% | +44.2% | -15.0% | +24.0% |
| 5Y | +6.3% | -69.5% | +75.8% | +0.9% |
| All | +12.8% | -60.6% | +73.4% | +8.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling