+1,121.2%
VST vs EOG
+128.4%
+992.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -2.7% |
| 7D | -6.0% | -2.4% | -3.7% | -5.1% |
| 30D | -18.8% | +2.9% | -21.7% | -19.4% |
| 3M | -8.0% | +7.2% | -15.3% | -10.3% |
| 6M | -10.9% | +18.2% | -29.1% | -16.5% |
| YTD | -18.3% | +48.9% | -67.2% | -29.8% |
| 1Y | -29.9% | +46.7% | -76.6% | -39.7% |
| 3Y | +290.3% | +37.4% | +252.9% | +244.2% |
| 5Y | +635.3% | +103.9% | +531.4% | +451.7% |
| All | +1,121.2% | +128.4% | +992.8% | +616.0% |
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