+84.1%
EWZ vs EOG
+110.9%
-26.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +1.9% |
| 7D | +5.6% | -2.0% | +7.6% | +6.3% |
| 30D | +9.3% | +7.9% | +1.4% | +6.2% |
| 3M | +15.7% | +4.5% | +11.2% | +13.1% |
| 6M | +7.4% | +12.3% | -4.9% | +1.4% |
| YTD | +22.7% | +41.9% | -19.2% | +5.8% |
| 1Y | +36.4% | +27.8% | +8.5% | +22.0% |
| 3Y | +50.4% | +21.8% | +28.6% | +33.8% |
| 5Y | +67.6% | +174.0% | -106.4% | +2.6% |
| 10Y | +84.1% | +110.4% | -26.3% | +0.9% |
| All | +84.1% | +110.9% | -26.9% | +0.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling