+26.0%
EOG vs EFX
-12.7%
+38.7%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.0% | -11.1% | +12.2% | +1.9% |
| 30D | +2.8% | -7.4% | +10.2% | +3.3% |
| 3M | +5.9% | +1.5% | +4.4% | +5.4% |
| 6M | +17.1% | -13.7% | +30.8% | +18.2% |
| YTD | +43.9% | -21.9% | +65.8% | +46.8% |
| 1Y | +26.9% | -30.8% | +57.7% | +31.8% |
| All | +26.0% | -12.7% | +38.7% | +22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling