+137.1%
EOG vs VFC
-48.6%
+185.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.2% | -1.5% | +1.1% |
| 7D | +7.6% | +1.6% | +6.0% | +7.2% |
| 30D | +3.4% | +25.5% | -22.1% | -1.7% |
| 3M | +12.7% | +41.3% | -28.6% | +4.2% |
| 6M | +19.0% | +22.2% | -3.2% | +11.9% |
| YTD | +55.6% | +16.4% | +39.2% | +45.7% |
| 1Y | +49.5% | +38.4% | +11.1% | +33.6% |
| 3Y | +43.2% | +56.2% | -13.1% | +6.0% |
| 5Y | +111.8% | -68.2% | +180.0% | +193.4% |
| All | +137.1% | -48.6% | +185.7% | +198.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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