+176.4%
EOG vs VMC
+48.3%
+128.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +1.5% |
| 7D | -1.3% | -5.3% | +4.0% | -0.6% |
| 30D | +3.4% | -12.3% | +15.6% | +5.0% |
| 3M | +7.8% | -10.3% | +18.1% | +8.9% |
| 6M | +13.4% | -8.6% | +21.9% | +13.6% |
| YTD | +43.5% | -11.9% | +55.4% | +44.1% |
| 1Y | +29.7% | -13.9% | +43.6% | +30.7% |
| 3Y | +23.2% | +18.2% | +5.0% | +12.8% |
| 5Y | +176.4% | +47.7% | +128.7% | +132.6% |
| All | +176.4% | +48.3% | +128.2% | +132.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling