+147.8%
EWY vs EOG
+28.1%
+119.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.2% |
| 7D | -0.1% | +1.5% | -1.6% | +0.5% |
| 30D | +7.3% | +2.9% | +4.4% | +8.6% |
| 3M | -5.1% | +8.7% | -13.9% | -0.7% |
| 6M | +42.1% | +12.9% | +29.2% | +45.2% |
| YTD | +94.1% | +43.8% | +50.3% | +87.0% |
| 1Y | +147.8% | +27.1% | +120.8% | +137.9% |
| All | +147.8% | +28.1% | +119.8% | +137.9% |
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