-5.5%
ETN vs EOG
+45.9%
-51.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -5.2% | -4.6% | -10.8% |
| 7D | -10.1% | -8.6% | -1.5% | -11.8% |
| 30D | -18.4% | +2.8% | -21.1% | -17.6% |
| 3M | -20.4% | +3.2% | -23.6% | -19.5% |
| 6M | -16.0% | +5.3% | -21.3% | -14.0% |
| YTD | +11.8% | +44.5% | -32.7% | +8.5% |
| 1Y | -5.5% | +44.2% | -49.6% | -6.9% |
| All | -5.5% | +45.9% | -51.4% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 1y: compounded portfolio wealth divided by compounded EOG 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…
1y analysis · Full analysis span regression · 6 months rolling