+119.0%
EOG vs EAT
+379.9%
-260.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +1.0% | -6.2% | +7.2% | +2.4% |
| 30D | +2.8% | -3.0% | +5.9% | +3.2% |
| 3M | +5.9% | +45.6% | -39.7% | -3.0% |
| 6M | +17.1% | +53.5% | -36.5% | +4.5% |
| YTD | +43.9% | +49.6% | -5.7% | +28.6% |
| 1Y | +26.9% | +38.9% | -12.0% | +14.2% |
| 3Y | +23.6% | +589.7% | -566.1% | -29.1% |
| 5Y | +178.1% | +318.7% | -140.5% | +70.8% |
| All | +119.0% | +379.9% | -260.8% | +9.4% |
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