+25.9%
EOG vs VIVK
-100.0%
+125.9%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.4% | +7.3% | 0.0% |
| 7D | +1.5% | -4.4% | +5.9% | +1.5% |
| 30D | +2.9% | -40.8% | +43.8% | +3.4% |
| 3M | +8.7% | -94.1% | +102.9% | +10.3% |
| 6M | +12.9% | -98.2% | +111.1% | +14.5% |
| YTD | +43.8% | -98.0% | +141.8% | +44.8% |
| 1Y | +27.1% | -100.0% | +127.0% | +32.0% |
| 3Y | +25.9% | -100.0% | +125.9% | +29.0% |
| All | +25.9% | -100.0% | +125.9% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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