+199.8%
TER vs EOG
+24.8%
+175.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.5% | +6.0% | +5.3% |
| 7D | +0.6% | +1.3% | -0.7% | +1.0% |
| 30D | -8.3% | +8.2% | -16.5% | -5.9% |
| 3M | -12.2% | +3.8% | -16.1% | -9.2% |
| 6M | +17.0% | +15.3% | +1.7% | +16.6% |
| YTD | +84.6% | +41.7% | +42.9% | +70.6% |
| 1Y | +199.8% | +23.6% | +176.3% | +184.9% |
| All | +199.8% | +24.8% | +175.0% | +184.9% |
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