+44.2%
EOG vs EMB
+0.7%
+43.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.0% | -6.2% | -3.2% |
| 7D | -8.6% | +0.7% | -9.3% | -7.2% |
| 30D | +2.8% | +2.3% | +0.4% | +7.8% |
| 3M | +3.2% | -2.5% | +5.6% | -2.3% |
| 6M | +5.3% | -1.1% | +6.4% | +2.9% |
| YTD | +44.5% | -0.6% | +45.1% | +41.4% |
| 1Y | +44.2% | +0.6% | +43.5% | +41.6% |
| All | +44.2% | +0.7% | +43.5% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 1y: compounded portfolio wealth divided by compounded EMB 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…
1y analysis · Full analysis span regression · 6 months rolling