+513.6%
EWT vs EOG
+121.1%
+392.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | -1.1% | +1.5% | -2.6% | -1.4% |
| 30D | +4.5% | +2.9% | +1.5% | +3.9% |
| 3M | +8.3% | +8.7% | -0.5% | +6.3% |
| 6M | +54.2% | +12.9% | +41.3% | +49.7% |
| YTD | +74.6% | +43.8% | +30.8% | +61.7% |
| 1Y | +84.9% | +27.1% | +57.8% | +75.1% |
| 3Y | +197.5% | +25.9% | +171.6% | +179.2% |
| 5Y | +150.6% | +177.9% | -27.3% | +99.3% |
| All | +513.6% | +121.1% | +392.5% | +374.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling