+137.7%
EOG vs ELF
+391.6%
-253.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.9% | -2.2% | +1.3% |
| 7D | +7.6% | +1.6% | +6.0% | +7.4% |
| 30D | +3.4% | +9.1% | -5.7% | +2.1% |
| 3M | +12.7% | +28.2% | -15.5% | +8.9% |
| 6M | +19.0% | +119.5% | -100.5% | +6.4% |
| YTD | +55.6% | +55.2% | +0.4% | +43.9% |
| 1Y | +49.5% | +58.6% | -9.1% | +37.7% |
| 3Y | +43.2% | +21.3% | +21.9% | +22.8% |
| 5Y | +111.8% | +276.2% | -164.4% | +34.7% |
| 10Y | +140.4% | +337.0% | -196.6% | +28.4% |
| All | +137.7% | +391.6% | -253.9% | +26.0% |
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