+28.2%
VRT vs EOG
+46.8%
-18.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.7% |
| 7D | +18.6% | +7.4% | +11.2% | +19.9% |
| 30D | -11.7% | +2.3% | -13.9% | -11.3% |
| 3M | -27.3% | +9.5% | -36.7% | -25.6% |
| 6M | -42.9% | +17.7% | -60.5% | -40.8% |
| YTD | +29.5% | +52.9% | -23.4% | +15.1% |
| All | +28.2% | +46.8% | -18.6% | +19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling