+148.7%
EWY vs EOG
+169.9%
-21.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.3% |
| 7D | -0.1% | +1.5% | -1.6% | -0.3% |
| 30D | +7.3% | +2.9% | +4.4% | +6.9% |
| 3M | -5.1% | +8.7% | -13.9% | -6.5% |
| 6M | +42.1% | +12.9% | +29.2% | +38.0% |
| YTD | +94.1% | +43.8% | +50.3% | +79.3% |
| 1Y | +147.8% | +27.1% | +120.8% | +134.5% |
| 3Y | +222.9% | +25.9% | +197.0% | +201.9% |
| All | +148.7% | +169.9% | -21.2% | +103.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling