+63.6%
EMR vs EOSE
-70.2%
+133.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.9% | +2.5% | -1.1% |
| 7D | -1.2% | +14.0% | -15.2% | -2.1% |
| 30D | -9.4% | -5.9% | -3.5% | -9.3% |
| 3M | +8.6% | -34.3% | +42.8% | +10.6% |
| 6M | +6.7% | -37.8% | +44.4% | +8.0% |
| YTD | +13.1% | -65.2% | +78.2% | +17.1% |
| 1Y | +12.7% | -41.9% | +54.7% | +12.1% |
| 3Y | +58.1% | +44.6% | +13.5% | +40.2% |
| 5Y | +63.6% | -69.2% | +132.8% | +38.1% |
| All | +63.6% | -70.2% | +133.9% | +38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling