+150.9%
EOG vs VSXY
+37.7%
+113.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.5% | +4.6% | +1.3% |
| 7D | -1.3% | -10.7% | +9.4% | -0.8% |
| 30D | +3.4% | -24.3% | +27.6% | +4.7% |
| 3M | +7.8% | +1.0% | +6.8% | +7.5% |
| 6M | +13.4% | +57.4% | -44.0% | +9.5% |
| YTD | +43.5% | +39.8% | +3.7% | +39.1% |
| 1Y | +29.7% | +196.5% | -166.8% | +18.4% |
| 3Y | +23.2% | +357.2% | -334.1% | +3.9% |
| 5Y | +176.4% | +18.9% | +157.5% | +147.4% |
| All | +150.9% | +37.7% | +113.3% | +119.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling