+130.8%
EOG vs ELF
+393.6%
-262.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +4.6% | +4.3% | +0.3% | +4.0% |
| 30D | +2.9% | +7.7% | -4.9% | +1.8% |
| 3M | +8.0% | +24.7% | -16.8% | +4.7% |
| 6M | +17.0% | +114.6% | -97.7% | +4.9% |
| YTD | +51.1% | +55.8% | -4.7% | +39.7% |
| 1Y | +45.1% | +51.9% | -6.8% | +34.5% |
| 3Y | +39.4% | +24.6% | +14.9% | +19.1% |
| 5Y | +105.6% | +279.2% | -173.6% | +30.5% |
| 10Y | +133.5% | +338.7% | -205.3% | +24.7% |
| All | +130.8% | +393.6% | -262.7% | +22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling