+133.0%
EOG vs ESI
+321.1%
-188.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.9% |
| 7D | +7.4% | +8.3% | -0.9% | +4.4% |
| 30D | +2.3% | -10.4% | +12.7% | +5.6% |
| 3M | +9.5% | -13.2% | +22.6% | +13.4% |
| 6M | +17.7% | -23.9% | +41.5% | +25.1% |
| YTD | +52.9% | +34.2% | +18.7% | +25.2% |
| 1Y | +47.7% | +22.2% | +25.4% | +25.4% |
| 3Y | +41.1% | +79.2% | -38.1% | -4.2% |
| 5Y | +108.2% | +38.1% | +70.1% | +54.0% |
| All | +133.0% | +321.1% | -188.0% | -4.1% |
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