+118.9%
EOG vs ETR
+296.9%
-178.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | +1.5% | -1.8% | +3.3% | +2.1% |
| 30D | +2.9% | -1.8% | +4.7% | +3.5% |
| 3M | +8.7% | -3.6% | +12.3% | +9.8% |
| 6M | +12.9% | +2.6% | +10.3% | +11.2% |
| YTD | +43.8% | +16.0% | +27.8% | +35.7% |
| 1Y | +27.1% | +20.1% | +6.9% | +18.2% |
| 3Y | +25.9% | +143.6% | -117.7% | -11.5% |
| 5Y | +177.9% | +124.4% | +53.6% | +99.2% |
| All | +118.9% | +296.9% | -178.0% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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