+25.6%
EOG vs ETR
+148.1%
-122.5%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.3% |
| 7D | -1.3% | +0.4% | -1.7% | -1.4% |
| 30D | +3.4% | +2.0% | +1.3% | +3.1% |
| 3M | +7.8% | -1.7% | +9.5% | +8.1% |
| 6M | +13.4% | +3.6% | +9.8% | +12.4% |
| YTD | +43.5% | +18.0% | +25.4% | +39.1% |
| 1Y | +29.7% | +26.2% | +3.4% | +24.1% |
| All | +25.6% | +148.1% | -122.5% | +7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling