+199.5%
EXC vs EOG
+128.4%
+71.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.3% | -0.6% |
| 7D | +0.1% | -2.4% | +2.4% | +0.4% |
| 30D | +9.0% | +2.9% | +6.1% | +8.5% |
| 3M | +3.3% | +7.2% | -4.0% | +2.1% |
| 6M | +5.7% | +18.2% | -12.5% | +2.7% |
| YTD | +7.3% | +48.9% | -41.5% | +0.7% |
| 1Y | +2.9% | +46.7% | -43.8% | -3.3% |
| 3Y | +29.3% | +37.4% | -8.1% | +21.2% |
| 5Y | +40.1% | +103.9% | -63.9% | +20.4% |
| All | +199.5% | +128.4% | +71.2% | +119.4% |
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