+50.3%
EWZ vs EOG
+120.7%
-70.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.7% |
| 7D | +1.4% | -6.0% | +7.4% | +3.5% |
| 30D | -25.1% | +0.9% | -26.0% | -25.5% |
| 3M | -7.7% | +10.9% | -18.6% | -11.5% |
| 6M | -15.8% | +15.8% | -31.6% | -21.2% |
| YTD | +3.6% | +45.8% | -42.2% | -11.8% |
| 1Y | +5.5% | +45.3% | -39.8% | -10.2% |
| 3Y | +22.1% | +36.2% | -14.0% | +4.2% |
| 5Y | +58.3% | +94.0% | -35.6% | +12.1% |
| 10Y | +50.3% | +120.5% | -70.2% | -18.1% |
| All | +50.3% | +120.7% | -70.4% | -18.1% |
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