+152.9%
EMR vs EOSE
-57.1%
+210.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.8% | -11.3% | -1.0% |
| 7D | +3.1% | +41.4% | -38.4% | +0.9% |
| 30D | -3.5% | +3.6% | -7.1% | -4.0% |
| 3M | +9.8% | -35.7% | +45.5% | +11.7% |
| 6M | +10.8% | -29.9% | +40.6% | +11.3% |
| YTD | +15.9% | -62.5% | +78.4% | +19.2% |
| 1Y | +16.4% | -37.4% | +53.8% | +15.4% |
| 3Y | +62.1% | +55.8% | +6.3% | +45.4% |
| 5Y | +62.9% | -67.8% | +130.7% | +39.5% |
| All | +152.9% | -57.1% | +210.0% | +128.3% |
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