+27.1%
EOG vs EMB
+3.1%
+24.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.2% |
| 7D | +1.5% | -1.2% | +2.7% | -0.9% |
| 30D | +2.9% | -1.3% | +4.2% | +0.5% |
| 3M | +8.7% | -1.8% | +10.5% | +5.6% |
| 6M | +12.9% | +0.2% | +12.7% | +13.8% |
| YTD | +43.8% | +0.4% | +43.5% | +43.8% |
| 1Y | +27.1% | +2.8% | +24.2% | +23.0% |
| All | +27.1% | +3.1% | +24.0% | +23.0% |
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