+118.9%
EOG vs VFC
-69.1%
+188.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.4% | -4.4% | -1.0% |
| 7D | +1.5% | -1.4% | +2.9% | +1.8% |
| 30D | +2.9% | -9.0% | +11.9% | +4.9% |
| 3M | +8.7% | -24.2% | +32.9% | +13.9% |
| 6M | +12.9% | -18.5% | +31.4% | +14.8% |
| YTD | +43.8% | -25.9% | +69.7% | +48.8% |
| 1Y | +27.1% | -13.0% | +40.1% | +25.0% |
| 3Y | +25.9% | -20.3% | +46.2% | +9.5% |
| 5Y | +177.9% | -78.1% | +256.0% | +304.2% |
| All | +118.9% | -69.1% | +188.0% | +199.0% |
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