+115.6%
EOG vs EFX
-30.1%
+145.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.7% |
| 7D | +7.6% | -0.8% | +8.4% | +7.7% |
| 30D | +3.4% | +25.1% | -21.7% | +0.8% |
| 3M | +12.7% | +1.7% | +11.0% | +12.2% |
| 6M | +19.0% | +18.4% | +0.6% | +16.0% |
| YTD | +55.6% | -12.5% | +68.1% | +56.9% |
| 1Y | +49.5% | -8.1% | +57.6% | +49.5% |
| 3Y | +43.2% | +4.8% | +38.4% | +37.0% |
| All | +115.6% | -30.1% | +145.7% | +122.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling