+7,617.4%
EOG vs EFX
+6,208.6%
+1,408.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +0.9% |
| 7D | -2.0% | -7.8% | +5.8% | +0.1% |
| 30D | +7.9% | -5.7% | +13.6% | +9.3% |
| 3M | +4.5% | +2.5% | +2.0% | +2.8% |
| 6M | +12.3% | -16.7% | +29.0% | +16.1% |
| YTD | +41.9% | -20.2% | +62.1% | +47.3% |
| 1Y | +27.8% | -31.4% | +59.2% | +38.0% |
| 3Y | +21.8% | -10.5% | +32.3% | +18.1% |
| 5Y | +174.0% | -35.2% | +209.2% | +183.5% |
| 10Y | +110.4% | +40.2% | +70.2% | +66.9% |
| All | +7,617.4% | +6,208.6% | +1,408.7% | +2,915.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling