-12.0%
VST vs EOG
+18.5%
-30.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.8% |
| 7D | +10.9% | +4.6% | +6.4% | +11.0% |
| 30D | -15.6% | +2.9% | -18.5% | -15.0% |
| 3M | -7.8% | +8.0% | -15.7% | -5.6% |
| 6M | -12.0% | +17.0% | -29.0% | -5.5% |
| All | -12.0% | +18.5% | -30.5% | -5.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling