+118.9%
EOG vs EFX
+42.6%
+76.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.6% | -0.2% |
| 7D | +1.5% | -4.5% | +6.0% | +2.5% |
| 30D | +2.9% | -6.1% | +9.0% | +4.1% |
| 3M | +8.7% | +6.2% | +2.5% | +6.4% |
| 6M | +12.9% | -11.2% | +24.1% | +14.5% |
| YTD | +43.8% | -21.4% | +65.2% | +49.3% |
| 1Y | +27.1% | -34.3% | +61.4% | +37.8% |
| 3Y | +25.9% | -12.5% | +38.4% | +21.9% |
| 5Y | +177.9% | -35.6% | +213.5% | +189.1% |
| All | +118.9% | +42.6% | +76.3% | +81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling