+49.5%
EWZ vs EOG
+21.2%
+28.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +6.5% | +1.3% | +5.2% | +6.3% |
| 30D | +4.8% | +8.2% | -3.3% | +3.6% |
| 3M | +9.9% | +3.8% | +6.1% | +9.0% |
| 6M | +1.9% | +15.3% | -13.4% | -1.7% |
| YTD | +20.3% | +41.7% | -21.4% | +10.0% |
| 1Y | +35.6% | +23.6% | +12.1% | +28.2% |
| All | +49.5% | +21.2% | +28.3% | +35.9% |
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 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