+166.2%
EOG vs ET
+241.8%
-75.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.8% | +0.6% |
| 7D | +1.5% | +0.2% | +1.3% | +1.3% |
| 30D | +2.9% | +2.9% | +0.1% | +0.6% |
| 3M | +8.7% | +16.8% | -8.1% | -3.7% |
| 6M | +12.9% | +18.9% | -6.0% | -1.2% |
| YTD | +43.8% | +37.7% | +6.1% | +12.4% |
| 1Y | +27.1% | +32.4% | -5.4% | +2.2% |
| 3Y | +25.9% | +99.5% | -73.6% | -31.1% |
| All | +166.2% | +241.8% | -75.5% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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