+118.6%
EOG vs VCIT
+28.8%
+89.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.7% | +1.6% |
| 7D | -11.1% | +0.1% | -11.2% | -11.1% |
| 30D | +2.7% | +1.9% | +0.8% | +2.4% |
| 3M | +8.8% | -1.4% | +10.2% | +9.0% |
| 6M | +10.8% | -2.1% | +12.9% | +11.1% |
| YTD | +44.6% | -1.6% | +46.2% | +44.8% |
| 1Y | +44.6% | -0.9% | +45.5% | +44.5% |
| 3Y | +29.5% | +20.0% | +9.5% | +22.7% |
| 5Y | +96.3% | +3.1% | +93.2% | +95.0% |
| All | +118.6% | +28.8% | +89.8% | +160.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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