+868.1%
EOG vs VWO
+324.1%
+543.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.6% |
| 7D | -1.3% | +0.2% | -1.5% | -1.5% |
| 30D | +3.4% | +0.9% | +2.5% | +2.5% |
| 3M | +7.8% | +4.3% | +3.6% | +3.2% |
| 6M | +13.4% | +10.5% | +2.8% | +1.7% |
| YTD | +43.5% | +13.4% | +30.1% | +25.6% |
| 1Y | +29.7% | +18.6% | +11.1% | +9.1% |
| 3Y | +23.2% | +65.8% | -42.6% | -23.2% |
| 5Y | +176.4% | +35.2% | +141.2% | +102.1% |
| 10Y | +119.1% | +116.6% | +2.5% | +10.8% |
| All | +868.1% | +324.1% | +543.9% | +158.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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