+21.8%
EOG vs VFC
-25.9%
+47.7%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.2% |
| 7D | -2.0% | +0.8% | -2.9% | -2.1% |
| 30D | +7.9% | -11.9% | +19.8% | +8.5% |
| 3M | +4.5% | -20.2% | +24.6% | +5.2% |
| 6M | +12.3% | -23.0% | +35.3% | +12.9% |
| YTD | +41.9% | -26.2% | +68.1% | +43.0% |
| 1Y | +27.8% | -13.3% | +41.2% | +26.5% |
| 3Y | +21.8% | -25.5% | +47.3% | +14.3% |
| All | +21.8% | -25.9% | +47.7% | +14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling