+2,451.8%
EXC vs EOG
+8,009.8%
-5,557.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.2% |
| 7D | -1.9% | +7.4% | -9.3% | -3.1% |
| 30D | +7.8% | +2.3% | +5.5% | +7.3% |
| 3M | +1.9% | +9.5% | -7.6% | +0.1% |
| 6M | +3.4% | +17.7% | -14.3% | +0.1% |
| YTD | +7.6% | +52.9% | -45.3% | -0.4% |
| 1Y | +2.1% | +47.7% | -45.6% | -5.0% |
| 3Y | +29.6% | +41.1% | -11.5% | +20.0% |
| 5Y | +39.5% | +108.2% | -68.7% | +18.1% |
| 10Y | +200.2% | +136.3% | +63.9% | +128.5% |
| All | +2,451.8% | +8,009.8% | -5,557.9% | +1,110.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling