+27.1%
EOG vs EFX
-30.9%
+58.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.6% | 0.0% |
| 7D | +1.5% | -4.5% | +6.0% | +1.2% |
| 30D | +2.9% | -6.1% | +9.0% | +2.6% |
| 3M | +8.7% | +6.2% | +2.5% | +9.1% |
| 6M | +12.9% | -11.2% | +24.1% | +12.2% |
| YTD | +43.8% | -21.4% | +65.2% | +42.5% |
| 1Y | +27.1% | -34.3% | +61.4% | +27.0% |
| All | +27.1% | -30.9% | +58.0% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling