+119.1%
EOG vs ED
+105.2%
+13.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.9% | +1.2% |
| 7D | -1.3% | -0.2% | -1.1% | -1.3% |
| 30D | +3.4% | +1.9% | +1.4% | +3.1% |
| 3M | +7.8% | +1.9% | +6.0% | +7.6% |
| 6M | +13.4% | -2.3% | +15.6% | +13.6% |
| YTD | +43.5% | +10.9% | +32.6% | +41.6% |
| 1Y | +29.7% | +14.5% | +15.2% | +27.4% |
| 3Y | +23.2% | +33.4% | -10.2% | +17.5% |
| 5Y | +176.4% | +67.3% | +109.1% | +157.2% |
| 10Y | +119.1% | +110.7% | +8.5% | +110.7% |
| All | +119.1% | +105.2% | +13.9% | +110.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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