+14,183.4%
TER vs EOG
+7,415.7%
+6,767.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +6.0% | +5.6% |
| 7D | +0.6% | +1.3% | -0.7% | +0.2% |
| 30D | -8.3% | +8.2% | -16.4% | -10.5% |
| 3M | -12.2% | +3.8% | -16.0% | -13.9% |
| 6M | +17.1% | +15.3% | +1.8% | +10.1% |
| YTD | +84.7% | +41.7% | +43.0% | +63.3% |
| 1Y | +199.9% | +23.6% | +176.4% | +175.7% |
| 3Y | +232.8% | +23.3% | +209.5% | +203.6% |
| 5Y | +198.6% | +170.4% | +28.2% | +108.0% |
| 10Y | +1,669.7% | +125.5% | +1,544.2% | +1,058.0% |
| All | +14,183.4% | +7,415.7% | +6,767.8% | +4,574.9% |
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 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