+118.9%
EOG vs XYL
+150.5%
-31.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +1.5% | +1.2% | +0.3% | +0.9% |
| 30D | +2.9% | -11.9% | +14.9% | +8.6% |
| 3M | +8.7% | -1.5% | +10.3% | +8.4% |
| 6M | +12.9% | -11.9% | +24.8% | +17.5% |
| YTD | +43.8% | -20.6% | +64.4% | +55.9% |
| 1Y | +27.1% | -23.5% | +50.6% | +39.9% |
| 3Y | +25.9% | +14.9% | +11.0% | +9.2% |
| 5Y | +177.9% | -15.3% | +193.2% | +178.8% |
| All | +118.9% | +150.5% | -31.6% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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