+137.1%
EOG vs VMC
+125.2%
+11.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.9% |
| 7D | +7.6% | -1.3% | +8.9% | +8.0% |
| 30D | +3.4% | +15.5% | -12.1% | -2.1% |
| 3M | +12.7% | +0.6% | +12.1% | +11.8% |
| 6M | +19.0% | +2.1% | +16.9% | +16.0% |
| YTD | +55.6% | -1.6% | +57.1% | +51.6% |
| 1Y | +49.5% | -1.2% | +50.7% | +45.4% |
| 3Y | +43.2% | +35.3% | +7.8% | +18.4% |
| 5Y | +111.8% | +43.6% | +68.2% | +65.5% |
| All | +137.1% | +125.2% | +11.9% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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