+384.8%
V vs EOG
+115.2%
+269.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.5% | -0.6% |
| 7D | -2.9% | -1.3% | -1.6% | -2.7% |
| 30D | +1.9% | +3.4% | -1.5% | +1.1% |
| 3M | +13.2% | +7.8% | +5.4% | +11.0% |
| 6M | +16.7% | +13.4% | +3.4% | +12.9% |
| YTD | +5.4% | +43.5% | -38.1% | -3.5% |
| 1Y | +7.7% | +29.7% | -22.0% | +0.6% |
| 3Y | +52.0% | +23.2% | +28.8% | +41.6% |
| 5Y | +67.7% | +176.4% | -108.7% | +24.7% |
| 10Y | +384.8% | +119.1% | +265.6% | +234.9% |
| All | +384.8% | +115.2% | +269.6% | +234.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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