+137.1%
EOG vs ED
+147.1%
-10.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.4% | +1.6% |
| 7D | +7.6% | +2.1% | +5.5% | +7.3% |
| 30D | +3.4% | +10.4% | -7.0% | +2.0% |
| 3M | +12.7% | +12.5% | +0.2% | +10.9% |
| 6M | +19.0% | +14.9% | +4.1% | +16.8% |
| YTD | +55.6% | +24.8% | +30.7% | +51.0% |
| 1Y | +49.5% | +23.8% | +25.7% | +45.3% |
| 3Y | +43.2% | +51.6% | -8.5% | +34.1% |
| 5Y | +111.8% | +86.4% | +25.4% | +94.1% |
| All | +137.1% | +147.1% | -10.0% | +149.0% |
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