+55.2%
EWT vs EOG
+45.9%
+9.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.2% | +4.0% | -2.5% |
| 7D | -10.9% | -8.6% | -2.3% | -12.9% |
| 30D | -17.7% | +2.8% | -20.5% | -16.8% |
| 3M | -5.0% | +3.2% | -8.2% | -3.7% |
| 6M | +7.4% | +5.3% | +2.1% | +10.9% |
| YTD | +52.8% | +44.5% | +8.3% | +53.3% |
| 1Y | +55.2% | +44.2% | +11.0% | +56.5% |
| All | +55.2% | +45.9% | +9.3% | +56.5% |
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