+119.0%
EOG vs ESI
+310.7%
-191.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +1.9% |
| 7D | +1.0% | -2.3% | +3.3% | +1.8% |
| 30D | +2.8% | -9.0% | +11.9% | +5.9% |
| 3M | +5.9% | -13.3% | +19.2% | +9.0% |
| 6M | +17.1% | +5.3% | +11.8% | +9.1% |
| YTD | +43.9% | +37.6% | +6.3% | +18.6% |
| 1Y | +26.9% | +33.6% | -6.7% | +5.0% |
| 3Y | +23.6% | +75.8% | -52.2% | -13.6% |
| 5Y | +178.1% | +68.6% | +109.5% | +88.9% |
| All | +119.0% | +310.7% | -191.7% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling