+2,340.5%
EXC vs EOG
+7,415.7%
-5,075.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -1.0% |
| 7D | +0.3% | +1.3% | -1.0% | +0.1% |
| 30D | -3.7% | +8.2% | -11.9% | -5.1% |
| 3M | -1.3% | +3.8% | -5.1% | -2.2% |
| 6M | -9.7% | +15.3% | -25.0% | -12.2% |
| YTD | +2.9% | +41.7% | -38.8% | -3.4% |
| 1Y | +4.4% | +23.6% | -19.2% | +0.1% |
| 3Y | +22.2% | +23.3% | -1.1% | +15.8% |
| 5Y | +46.7% | +170.4% | -123.7% | +18.6% |
| 10Y | +155.3% | +125.5% | +29.8% | +96.0% |
| All | +2,340.5% | +7,415.7% | -5,075.1% | +1,074.3% |
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