+60.2%
EMR vs EOSE
+42.6%
+17.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.6% |
| 7D | -0.4% | +1.8% | -2.2% | -0.6% |
| 30D | -6.8% | -6.8% | +0.1% | -6.6% |
| 3M | +7.5% | -36.3% | +43.8% | +9.8% |
| 6M | +9.9% | -38.8% | +48.6% | +11.4% |
| YTD | +16.0% | -65.5% | +81.5% | +20.3% |
| 1Y | +12.4% | -45.3% | +57.7% | +12.2% |
| 3Y | +60.2% | +44.2% | +16.1% | +45.8% |
| All | +60.2% | +42.6% | +17.6% | +45.8% |
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