+2,723.0%
VRT vs EOG
+58.9%
+2,664.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +4.9% | +4.5% |
| 7D | +9.1% | +1.3% | +7.8% | +8.8% |
| 30D | +0.9% | +8.2% | -7.2% | -1.0% |
| 3M | -13.4% | +3.8% | -17.2% | -14.8% |
| 6M | +11.7% | +15.3% | -3.6% | +6.3% |
| YTD | +73.2% | +41.7% | +31.5% | +56.6% |
| 1Y | +123.4% | +23.6% | +99.9% | +108.5% |
| 3Y | +606.2% | +23.3% | +582.9% | +555.2% |
| 5Y | +899.9% | +170.4% | +729.5% | +665.7% |
| All | +2,723.0% | +58.9% | +2,664.2% | +1,612.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling