+62.4%
EWY vs EOG
+45.9%
+16.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.2% | +3.3% | -4.0% |
| 7D | -8.3% | -8.6% | +0.3% | -11.5% |
| 30D | -20.5% | +2.8% | -23.3% | -19.3% |
| 3M | -11.1% | +3.2% | -14.3% | -9.0% |
| 6M | -7.0% | +5.3% | -12.3% | -1.9% |
| YTD | +56.5% | +44.5% | +12.0% | +52.0% |
| 1Y | +62.4% | +44.2% | +18.3% | +57.8% |
| All | +62.4% | +45.9% | +16.5% | +57.8% |
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