+119.1%
EOG vs EMB
+29.7%
+89.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.4% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | +3.4% | -0.3% | +3.6% | +3.6% |
| 3M | +7.8% | -0.3% | +8.1% | +7.8% |
| 6M | +13.4% | +0.7% | +12.6% | +11.3% |
| YTD | +43.5% | +1.3% | +42.2% | +40.0% |
| 1Y | +29.7% | +4.7% | +25.0% | +21.5% |
| 3Y | +23.2% | +30.1% | -6.9% | -11.9% |
| 5Y | +176.4% | +6.9% | +169.6% | +168.5% |
| 10Y | +119.1% | +30.7% | +88.4% | +93.4% |
| All | +119.1% | +29.7% | +89.4% | +93.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling