+174.0%
EOG vs ED
+71.7%
+102.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | 0.0% |
| 7D | -2.0% | +0.5% | -2.5% | -2.1% |
| 30D | +7.9% | +1.1% | +6.8% | +7.6% |
| 3M | +4.5% | +4.6% | -0.2% | +3.7% |
| 6M | +12.3% | -2.0% | +14.3% | +12.6% |
| YTD | +41.9% | +11.7% | +30.2% | +39.2% |
| 1Y | +27.8% | +15.7% | +12.1% | +24.6% |
| 3Y | +21.8% | +34.4% | -12.6% | +12.1% |
| 5Y | +174.0% | +67.3% | +106.7% | +145.8% |
| All | +174.0% | +71.7% | +102.3% | +145.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling