+8,362.0%
EOG vs EFX
+6,815.2%
+1,546.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.5% |
| 7D | +7.6% | -0.8% | +8.4% | +7.8% |
| 30D | +3.4% | +25.1% | -21.7% | -3.3% |
| 3M | +12.7% | +1.7% | +11.0% | +11.2% |
| 6M | +19.0% | +18.4% | +0.6% | +11.7% |
| YTD | +55.6% | -12.5% | +68.1% | +56.5% |
| 1Y | +49.5% | -8.1% | +57.6% | +48.2% |
| 3Y | +43.2% | +4.8% | +38.4% | +32.2% |
| 5Y | +111.8% | -30.1% | +142.0% | +113.8% |
| 10Y | +140.4% | +81.5% | +58.9% | +76.1% |
| All | +8,362.0% | +6,815.2% | +1,546.8% | +3,104.3% |
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