+296.7%
VST vs EOG
+43.2%
+253.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.9% | -1.7% |
| 7D | +6.6% | +7.6% | -1.0% | +3.9% |
| 30D | -12.4% | +3.4% | -15.7% | -13.3% |
| 3M | -9.0% | +12.7% | -21.7% | -12.9% |
| 6M | -6.4% | +19.0% | -25.4% | -13.3% |
| YTD | -17.2% | +55.6% | -72.8% | -34.6% |
| 1Y | -22.0% | +49.5% | -71.6% | -37.2% |
| 3Y | +296.7% | +43.2% | +253.5% | +239.7% |
| All | +296.7% | +43.2% | +253.4% | +239.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling