+35.6%
EWZ vs EOG
+24.8%
+10.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | +6.5% | +1.3% | +5.2% | +6.6% |
| 30D | +4.8% | +8.2% | -3.3% | +5.4% |
| 3M | +9.9% | +3.8% | +6.1% | +10.4% |
| 6M | +1.9% | +15.3% | -13.4% | +1.0% |
| YTD | +20.3% | +41.7% | -21.4% | +14.8% |
| 1Y | +35.6% | +23.6% | +12.1% | +29.5% |
| All | +35.6% | +24.8% | +10.8% | +29.5% |
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