+177.3%
EOG vs ETR
+126.1%
+51.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.4% |
| 7D | -1.3% | +0.4% | -1.7% | -1.4% |
| 30D | +3.4% | +2.0% | +1.3% | +2.9% |
| 3M | +7.8% | -1.7% | +9.5% | +8.2% |
| 6M | +13.4% | +3.6% | +9.8% | +11.9% |
| YTD | +43.5% | +18.0% | +25.4% | +37.0% |
| 1Y | +29.7% | +26.2% | +3.4% | +21.5% |
| 3Y | +23.2% | +148.0% | -124.8% | -6.7% |
| All | +177.3% | +126.1% | +51.2% | +117.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling