+1,057.8%
TER vs EOG
+136.8%
+920.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.1% |
| 7D | +24.0% | +7.4% | +16.6% | +21.8% |
| 30D | -30.6% | +2.3% | -32.9% | -31.1% |
| 3M | -34.5% | +9.5% | -43.9% | -36.2% |
| 6M | -26.4% | +17.7% | -44.0% | -30.3% |
| YTD | +36.4% | +52.9% | -16.5% | +18.6% |
| 1Y | +47.4% | +47.7% | -0.3% | +29.3% |
| 3Y | +202.6% | +41.1% | +161.4% | +167.5% |
| 5Y | +83.9% | +108.2% | -24.3% | +41.9% |
| All | +1,057.8% | +136.8% | +920.9% | +695.1% |
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