+176.4%
EOG vs VFC
-78.7%
+255.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.3% |
| 7D | -1.3% | -2.3% | +1.0% | -1.1% |
| 30D | +3.4% | -13.4% | +16.7% | +4.5% |
| 3M | +7.8% | -23.7% | +31.5% | +9.7% |
| 6M | +13.4% | -24.5% | +37.8% | +14.8% |
| YTD | +43.5% | -27.8% | +71.3% | +45.7% |
| 1Y | +29.7% | -13.5% | +43.1% | +28.3% |
| 3Y | +23.2% | -27.1% | +50.3% | +17.8% |
| 5Y | +176.4% | -79.0% | +255.4% | +240.8% |
| All | +176.4% | -78.7% | +255.1% | +240.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling