+36.4%
EWZ vs EOG
+27.6%
+8.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | +5.6% | -2.0% | +7.6% | +5.4% |
| 30D | +9.3% | +7.9% | +1.4% | +9.8% |
| 3M | +15.7% | +4.5% | +11.2% | +16.2% |
| 6M | +7.4% | +12.3% | -4.9% | +6.6% |
| YTD | +22.7% | +41.9% | -19.2% | +16.2% |
| 1Y | +36.4% | +27.8% | +8.5% | +30.7% |
| All | +36.4% | +27.6% | +8.8% | +30.7% |
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