+133.0%
EOG vs ELF
+316.3%
-183.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.2% | +5.4% | +1.7% |
| 7D | +7.4% | +3.4% | +4.1% | +6.9% |
| 30D | +2.3% | +5.0% | -2.7% | +1.6% |
| 3M | +9.5% | +22.6% | -13.1% | +6.4% |
| 6M | +17.7% | +104.0% | -86.3% | +6.3% |
| YTD | +52.9% | +49.3% | +3.6% | +42.3% |
| 1Y | +47.7% | +46.0% | +1.6% | +37.6% |
| 3Y | +41.1% | +19.4% | +21.7% | +21.3% |
| 5Y | +108.2% | +262.0% | -153.8% | +33.4% |
| All | +133.0% | +316.3% | -183.3% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 10y: compounded portfolio wealth divided by compounded ELF 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…
10y analysis · Full analysis span regression · 6 months rolling