+173.3%
EOG vs ELF
+244.6%
-71.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.9% | +5.0% | +0.3% |
| 7D | -2.0% | -1.2% | -0.9% | -2.0% |
| 30D | +7.9% | +5.9% | +2.0% | +7.6% |
| 3M | +4.5% | +99.5% | -95.0% | +1.3% |
| 6M | +12.3% | +26.5% | -14.2% | +11.2% |
| YTD | +41.9% | +37.2% | +4.7% | +39.4% |
| 1Y | +27.8% | -24.4% | +52.3% | +29.2% |
| 3Y | +21.8% | -23.3% | +45.1% | +16.7% |
| All | +173.3% | +244.6% | -71.3% | +113.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling