+176.4%
EOG vs ESI
+74.4%
+102.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.3% |
| 7D | -1.3% | +3.9% | -5.2% | -2.0% |
| 30D | +3.4% | -3.8% | +7.1% | +3.9% |
| 3M | +7.8% | -13.1% | +21.0% | +9.4% |
| 6M | +13.4% | +11.3% | +2.0% | +7.3% |
| YTD | +43.5% | +44.1% | -0.6% | +25.9% |
| 1Y | +29.7% | +40.3% | -10.7% | +14.1% |
| 3Y | +23.2% | +84.1% | -60.9% | -3.3% |
| 5Y | +176.4% | +75.8% | +100.6% | +99.2% |
| All | +176.4% | +74.4% | +102.0% | +99.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling