+39.2%
EOG vs VLTO
+56.1%
-16.9%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.8% |
| 7D | -6.0% | +2.0% | -8.0% | -6.2% |
| 30D | +0.9% | +21.8% | -20.9% | -1.4% |
| 3M | +10.9% | +20.2% | -9.3% | +8.5% |
| 6M | +15.8% | +36.3% | -20.6% | +11.1% |
| YTD | +45.8% | +18.8% | +27.0% | +43.1% |
| 1Y | +45.3% | +20.4% | +24.9% | +41.9% |
| 3Y | +36.2% | +71.9% | -35.8% | +27.9% |
| All | +39.2% | +56.1% | -16.9% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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