+119.0%
EOG vs VMC
+154.4%
-35.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +1.0% | -3.7% | +4.7% | +2.3% |
| 30D | +2.8% | -12.8% | +15.6% | +7.6% |
| 3M | +5.9% | -7.9% | +13.8% | +7.9% |
| 6M | +17.1% | -7.5% | +24.6% | +17.9% |
| YTD | +43.9% | -11.6% | +55.6% | +46.3% |
| 1Y | +26.9% | -14.3% | +41.1% | +30.1% |
| 3Y | +23.6% | +18.5% | +5.1% | +7.8% |
| 5Y | +178.1% | +46.8% | +131.4% | +113.6% |
| All | +119.0% | +154.4% | -35.4% | +31.3% |
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