+7,608.4%
EOG vs ED
+2,217.3%
+5,391.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.1% |
| 7D | +1.3% | -0.2% | +1.5% | +1.3% |
| 30D | +8.2% | -0.1% | +8.3% | +8.1% |
| 3M | +3.8% | +3.9% | -0.1% | +2.3% |
| 6M | +15.3% | -3.0% | +18.4% | +16.3% |
| YTD | +41.7% | +10.7% | +31.0% | +36.5% |
| 1Y | +23.6% | +13.3% | +10.2% | +17.8% |
| 3Y | +23.3% | +34.5% | -11.2% | +8.7% |
| 5Y | +170.4% | +67.1% | +103.3% | +118.2% |
| 10Y | +125.5% | +103.0% | +22.5% | +57.6% |
| All | +7,608.4% | +2,217.3% | +5,391.1% | +2,556.0% |
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 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