+151.5%
EOG vs VSXY
+37.5%
+114.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.1% | -0.2% |
| 7D | +1.5% | +0.1% | +1.4% | +1.5% |
| 30D | +2.9% | -18.7% | +21.6% | +3.9% |
| 3M | +8.7% | -4.0% | +12.7% | +8.7% |
| 6M | +12.9% | +67.5% | -54.6% | +8.7% |
| YTD | +43.8% | +39.7% | +4.2% | +39.5% |
| 1Y | +27.1% | +180.0% | -152.9% | +16.6% |
| 3Y | +25.9% | +337.3% | -311.4% | +6.6% |
| 5Y | +177.9% | +22.7% | +155.3% | +148.8% |
| All | +151.5% | +37.5% | +114.0% | +120.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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