+71.7%
TER vs EOG
+112.7%
-41.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.7% | -7.1% | -5.7% |
| 7D | +14.4% | +7.6% | +6.8% | +12.6% |
| 30D | -30.6% | +3.4% | -33.9% | -31.1% |
| 3M | -39.2% | +12.7% | -51.9% | -40.9% |
| 6M | -31.3% | +19.0% | -50.3% | -34.5% |
| YTD | +29.1% | +55.6% | -26.5% | +11.7% |
| 1Y | +47.4% | +49.5% | -2.1% | +29.0% |
| 3Y | +191.2% | +43.2% | +148.1% | +156.5% |
| All | +71.7% | +112.7% | -41.1% | +36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling