+8.1%
EWZ vs EOG
+45.9%
-37.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.2% | +6.9% | +1.3% |
| 7D | -4.1% | -8.6% | +4.5% | -4.5% |
| 30D | -25.0% | +2.8% | -27.7% | -24.8% |
| 3M | -10.6% | +3.2% | -13.8% | -10.3% |
| 6M | -16.6% | +5.3% | -21.9% | -15.9% |
| YTD | +2.5% | +44.5% | -42.0% | -1.5% |
| 1Y | +8.1% | +44.2% | -36.1% | +3.7% |
| All | +8.1% | +45.9% | -37.8% | +3.7% |
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 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