+116.5%
EOG vs ELF
+357.0%
-240.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.8% |
| 7D | +1.3% | +5.4% | -4.1% | +0.6% |
| 30D | +8.2% | +27.0% | -18.8% | +4.8% |
| 3M | +3.8% | +113.2% | -109.4% | -6.5% |
| 6M | +15.3% | +36.6% | -21.3% | +9.4% |
| YTD | +41.7% | +44.2% | -2.5% | +32.6% |
| 1Y | +23.6% | -18.0% | +41.5% | +23.2% |
| 3Y | +23.3% | -19.9% | +43.2% | +13.7% |
| 5Y | +170.4% | +257.7% | -87.3% | +72.7% |
| All | +116.5% | +357.0% | -240.4% | +16.0% |
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