+4.1%
EWZ vs EOG
+44.6%
-40.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +2.0% |
| 7D | +1.4% | -6.0% | +7.4% | +1.0% |
| 30D | -25.1% | +0.9% | -26.0% | -25.0% |
| 3M | -7.7% | +10.9% | -18.6% | -6.8% |
| 6M | -15.8% | +15.8% | -31.6% | -14.8% |
| YTD | +3.6% | +45.8% | -42.2% | -0.3% |
| All | +4.1% | +44.6% | -40.5% | +0.3% |
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