+177.3%
EOG vs ELV
+13.8%
+163.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.3% |
| 7D | -1.3% | -2.2% | +0.9% | -1.1% |
| 30D | +3.4% | -0.2% | +3.6% | +3.4% |
| 3M | +7.8% | -6.1% | +13.9% | +8.5% |
| 6M | +13.4% | +42.8% | -29.5% | +7.6% |
| YTD | +43.5% | +14.4% | +29.1% | +39.9% |
| 1Y | +29.7% | +28.6% | +1.1% | +23.8% |
| 3Y | +23.2% | -7.4% | +30.6% | +21.7% |
| All | +177.3% | +13.8% | +163.5% | +124.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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