+120.5%
EOG vs VT
+223.7%
-103.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | -1.8% |
| 7D | -6.0% | +0.4% | -6.4% | -6.6% |
| 30D | +0.9% | -2.6% | +3.5% | +3.1% |
| 3M | +10.9% | -3.2% | +14.1% | +13.8% |
| 6M | +15.8% | +0.9% | +14.8% | +12.3% |
| YTD | +45.8% | +11.3% | +34.5% | +25.0% |
| 1Y | +45.3% | +14.0% | +31.3% | +21.0% |
| 3Y | +36.2% | +75.8% | -39.7% | -33.4% |
| 5Y | +94.0% | +57.8% | +36.1% | +7.4% |
| 10Y | +120.5% | +219.8% | -99.3% | -40.6% |
| All | +120.5% | +223.7% | -103.2% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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