+7,998.0%
EOG vs ED
+2,476.3%
+5,521.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.8% |
| 7D | -2.4% | +2.1% | -4.5% | -3.1% |
| 30D | +2.9% | +12.4% | -9.5% | -1.2% |
| 3M | +7.2% | +13.1% | -5.9% | +2.6% |
| 6M | +18.2% | +14.1% | +4.1% | +12.6% |
| YTD | +48.9% | +23.1% | +25.8% | +38.1% |
| 1Y | +46.7% | +25.4% | +21.2% | +35.1% |
| 3Y | +37.4% | +47.9% | -10.5% | +17.3% |
| 5Y | +103.9% | +81.9% | +22.0% | +59.9% |
| 10Y | +127.0% | +141.3% | -14.2% | +48.6% |
| All | +7,998.0% | +2,476.3% | +5,521.8% | +2,586.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling