+7,608.4%
EOG vs ETR
+4,412.2%
+3,196.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.3% |
| 7D | +1.3% | +1.4% | -0.2% | +0.7% |
| 30D | +8.2% | +1.0% | +7.2% | +7.7% |
| 3M | +3.8% | -1.3% | +5.1% | +4.1% |
| 6M | +15.3% | +1.9% | +13.4% | +13.7% |
| YTD | +41.7% | +18.2% | +23.6% | +31.7% |
| 1Y | +23.6% | +24.7% | -1.1% | +12.2% |
| 3Y | +23.3% | +150.7% | -127.4% | -17.2% |
| 5Y | +170.4% | +127.0% | +43.4% | +86.5% |
| 10Y | +125.5% | +295.5% | -169.9% | +21.2% |
| All | +7,608.4% | +4,412.2% | +3,196.1% | +3,013.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling