+4.4%
EXC vs EOG
+24.8%
-20.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -1.1% |
| 7D | +0.3% | +1.3% | -1.0% | +0.3% |
| 30D | -3.7% | +8.2% | -11.9% | -3.8% |
| 3M | -1.3% | +3.8% | -5.1% | -1.5% |
| 6M | -9.7% | +15.3% | -25.0% | -9.5% |
| YTD | +2.9% | +41.7% | -38.8% | +3.7% |
| 1Y | +4.4% | +23.6% | -19.2% | +3.1% |
| All | +4.4% | +24.8% | -20.4% | +3.1% |
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 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