+557.3%
EOG vs VYM
+484.2%
+73.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +1.0% |
| 7D | +1.0% | -1.9% | +2.9% | +3.4% |
| 30D | +2.8% | -2.6% | +5.4% | +6.2% |
| 3M | +5.9% | +3.6% | +2.3% | +0.8% |
| 6M | +17.1% | +8.7% | +8.4% | +4.1% |
| YTD | +43.9% | +14.1% | +29.8% | +20.0% |
| 1Y | +26.9% | +17.8% | +9.1% | +1.4% |
| 3Y | +23.6% | +64.5% | -41.0% | -36.1% |
| 5Y | +178.1% | +77.5% | +100.6% | +31.6% |
| 10Y | +119.8% | +206.1% | -86.3% | -43.5% |
| All | +557.3% | +484.2% | +73.1% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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