+160.8%
EXC vs EOG
+115.2%
+45.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.7% |
| 7D | +0.3% | -1.3% | +1.6% | +0.5% |
| 30D | -0.9% | +3.4% | -4.2% | -1.4% |
| 3M | -2.7% | +7.8% | -10.5% | -3.9% |
| 6M | -9.4% | +13.4% | -22.7% | -11.4% |
| YTD | +3.0% | +43.5% | -40.5% | -2.8% |
| 1Y | +5.1% | +29.7% | -24.5% | +0.6% |
| 3Y | +20.6% | +23.2% | -2.6% | +15.0% |
| 5Y | +45.7% | +176.4% | -130.7% | +18.5% |
| 10Y | +160.8% | +119.1% | +41.7% | +86.0% |
| All | +160.8% | +115.2% | +45.7% | +86.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling