+21.8%
EOG vs ESI
+82.9%
-61.1%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.4% | +0.1% |
| 7D | -2.0% | +5.4% | -7.4% | -2.5% |
| 30D | +7.9% | -4.2% | +12.1% | +8.2% |
| 3M | +4.5% | -9.6% | +14.1% | +4.8% |
| 6M | +12.3% | +18.3% | -6.0% | +6.1% |
| YTD | +41.9% | +45.8% | -4.0% | +26.8% |
| 1Y | +27.8% | +39.2% | -11.3% | +15.1% |
| 3Y | +21.8% | +86.3% | -64.5% | -0.4% |
| All | +21.8% | +82.9% | -61.1% | -0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling