+511.4%
EOG vs VIVK
-100.0%
+611.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | +0.3% |
| 7D | +1.0% | -9.5% | +10.5% | +1.0% |
| 30D | +2.8% | -35.1% | +37.9% | +2.9% |
| 3M | +5.9% | -93.4% | +99.3% | +6.2% |
| 6M | +17.1% | -98.0% | +115.0% | +17.4% |
| YTD | +43.9% | -97.9% | +141.8% | +44.3% |
| 1Y | +26.9% | -100.0% | +126.8% | +27.6% |
| 3Y | +23.6% | -100.0% | +123.5% | +24.2% |
| 5Y | +178.1% | -100.0% | +278.1% | +179.6% |
| 10Y | +119.8% | -100.0% | +219.8% | +120.5% |
| All | +511.4% | -100.0% | +611.4% | +530.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling