+1,250.3%
EWY vs EOG
+2,903.9%
-1,653.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.7% | +0.1% |
| 7D | +6.7% | -1.3% | +8.0% | +7.1% |
| 30D | +17.0% | +3.4% | +13.6% | +15.6% |
| 3M | +3.7% | +7.8% | -4.2% | 0.0% |
| 6M | +42.5% | +13.4% | +29.1% | +34.1% |
| YTD | +96.2% | +43.5% | +52.8% | +70.7% |
| 1Y | +160.4% | +29.7% | +130.7% | +133.6% |
| 3Y | +231.7% | +23.2% | +208.5% | +196.1% |
| 5Y | +153.3% | +176.4% | -23.1% | +64.4% |
| 10Y | +308.8% | +119.1% | +189.7% | +147.5% |
| All | +1,250.3% | +2,903.9% | -1,653.6% | +329.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling