+13.8%
EMB vs EOSE
-58.6%
+72.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | -0.1% |
| 7D | 0.0% | +15.0% | -14.9% | -0.2% |
| 30D | -0.3% | +2.5% | -2.7% | -0.4% |
| 3M | -0.3% | -33.7% | +33.4% | +0.2% |
| 6M | +0.7% | -32.7% | +33.5% | +0.9% |
| YTD | +1.3% | -63.8% | +65.1% | +2.1% |
| 1Y | +4.7% | -40.5% | +45.2% | +4.3% |
| 3Y | +30.1% | +50.4% | -20.3% | +24.8% |
| 5Y | +6.9% | -68.6% | +75.4% | +1.4% |
| All | +13.8% | -58.6% | +72.5% | +9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling