+592.1%
EOG vs EFV
+256.4%
+335.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.8% |
| 7D | -2.0% | +1.0% | -3.0% | -3.1% |
| 30D | +7.9% | +0.2% | +7.7% | +7.5% |
| 3M | +4.5% | +9.6% | -5.1% | -5.8% |
| 6M | +12.3% | +14.0% | -1.7% | -4.4% |
| YTD | +41.9% | +18.5% | +23.4% | +15.4% |
| 1Y | +27.8% | +27.9% | -0.1% | -4.4% |
| 3Y | +21.8% | +92.4% | -70.6% | -42.6% |
| 5Y | +174.0% | +97.2% | +76.8% | +25.7% |
| 10Y | +110.4% | +163.0% | -52.7% | -23.2% |
| All | +592.1% | +256.4% | +335.7% | +49.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling