+8,217.7%
EOG vs ED
+2,477.8%
+5,739.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +7.4% | -1.7% | +9.1% | +8.0% |
| 30D | +2.3% | +10.7% | -8.4% | -1.3% |
| 3M | +9.5% | +11.6% | -2.2% | +5.2% |
| 6M | +17.7% | +13.5% | +4.2% | +12.3% |
| YTD | +52.9% | +23.1% | +29.8% | +41.8% |
| 1Y | +47.7% | +23.1% | +24.6% | +36.9% |
| 3Y | +41.1% | +47.9% | -6.8% | +20.5% |
| 5Y | +108.2% | +83.9% | +24.3% | +62.6% |
| 10Y | +136.3% | +142.1% | -5.8% | +54.4% |
| All | +8,217.7% | +2,477.8% | +5,739.9% | +2,659.2% |
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