+64.8%
EFA vs EOG
+22.5%
+42.3%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -1.5% | +1.5% | -3.0% | -1.6% |
| 30D | -1.7% | +2.9% | -4.6% | -1.8% |
| 3M | +3.5% | +8.7% | -5.2% | +2.8% |
| 6M | +9.5% | +12.9% | -3.4% | +7.8% |
| YTD | +12.9% | +43.8% | -31.0% | +6.9% |
| 1Y | +18.2% | +27.1% | -8.9% | +14.2% |
| 3Y | +64.8% | +25.9% | +38.9% | +55.6% |
| All | +64.8% | +22.5% | +42.3% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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