+1,851.9%
TER vs EOG
+121.1%
+1,730.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.6% | +2.6% |
| 7D | +6.4% | +1.5% | +4.9% | +6.0% |
| 30D | -5.7% | +2.9% | -8.6% | -6.5% |
| 3M | -0.4% | +8.7% | -9.1% | -3.2% |
| 6M | +25.8% | +12.9% | +12.9% | +19.7% |
| YTD | +96.4% | +43.8% | +52.6% | +74.0% |
| 1Y | +229.2% | +27.1% | +202.2% | +201.8% |
| 3Y | +288.1% | +25.9% | +262.2% | +253.6% |
| 5Y | +219.9% | +177.9% | +42.0% | +126.8% |
| All | +1,851.9% | +121.1% | +1,730.8% | +1,233.2% |
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