+393.0%
EFA vs EOG
+2,562.6%
-2,169.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.6% |
| 7D | +1.2% | -2.0% | +3.2% | +1.8% |
| 30D | -0.7% | +7.9% | -8.6% | -3.0% |
| 3M | +6.4% | +4.5% | +1.9% | +4.4% |
| 6M | +11.4% | +12.3% | -0.9% | +6.4% |
| YTD | +14.0% | +41.9% | -27.9% | +1.4% |
| 1Y | +20.2% | +27.8% | -7.6% | +10.0% |
| 3Y | +68.2% | +21.8% | +46.4% | +53.0% |
| 5Y | +54.8% | +174.0% | -119.2% | +5.3% |
| 10Y | +142.4% | +110.4% | +32.0% | +55.5% |
| All | +393.0% | +2,562.6% | -2,169.6% | +33.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling