+19.0%
EWZ vs EOG
+26.6%
-7.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.9% | +0.5% |
| 7D | -1.5% | -11.1% | +9.6% | +0.1% |
| 30D | -24.5% | +2.7% | -27.2% | -24.9% |
| 3M | -10.7% | +8.8% | -19.4% | -12.0% |
| 6M | -19.1% | +10.8% | -29.9% | -20.9% |
| YTD | +1.6% | +44.6% | -42.9% | -8.0% |
| 1Y | +4.3% | +44.6% | -40.3% | -5.7% |
| 3Y | +19.0% | +29.5% | -10.5% | +7.7% |
| All | +19.0% | +26.6% | -7.7% | +7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling