+24.2%
EOG vs EMB
+30.7%
-6.5%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -2.0% | +0.3% | -2.3% | -2.1% |
| 30D | +7.9% | -0.5% | +8.4% | +8.0% |
| 3M | +4.5% | +0.3% | +4.2% | +4.2% |
| 6M | +12.3% | +1.2% | +11.1% | +11.5% |
| YTD | +41.9% | +1.5% | +40.4% | +40.5% |
| 1Y | +27.8% | +4.8% | +23.0% | +23.5% |
| All | +24.2% | +30.7% | -6.5% | +10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling