+137.1%
EOG vs EAT
+320.8%
-183.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.4% | +1.7% |
| 7D | +7.6% | -4.0% | +11.6% | +8.5% |
| 30D | +3.4% | -2.9% | +6.3% | +3.5% |
| 3M | +12.7% | -16.9% | +29.6% | +16.1% |
| 6M | +19.0% | +57.0% | -38.0% | +5.8% |
| YTD | +55.6% | +38.2% | +17.4% | +40.0% |
| 1Y | +49.5% | +69.3% | -19.7% | +27.7% |
| 3Y | +43.2% | +483.0% | -439.8% | -15.1% |
| 5Y | +111.8% | +364.1% | -252.3% | +24.4% |
| All | +137.1% | +320.8% | -183.7% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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