+26.0%
EOG vs EFV
+88.2%
-62.2%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +1.0% | -2.0% | +3.0% | +1.6% |
| 30D | +2.8% | -0.2% | +3.0% | +2.9% |
| 3M | +5.9% | +9.1% | -3.2% | +2.5% |
| 6M | +17.1% | +11.7% | +5.4% | +11.5% |
| YTD | +43.9% | +17.0% | +26.9% | +32.7% |
| 1Y | +26.9% | +26.7% | +0.2% | +11.4% |
| All | +26.0% | +88.2% | -62.2% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 3y: compounded portfolio wealth divided by compounded EFV 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…
3y analysis · Full analysis span regression · 6 months rolling