+409.6%
VUG vs EOG
+121.2%
+288.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -1.9% | +1.0% | -2.9% | -2.1% |
| 30D | -1.6% | +2.8% | -4.4% | -2.1% |
| 3M | +4.4% | +5.9% | -1.5% | +2.9% |
| 6M | +13.2% | +17.1% | -3.9% | +9.1% |
| YTD | +7.5% | +43.9% | -36.4% | -0.6% |
| 1Y | +12.5% | +26.9% | -14.4% | +6.4% |
| 3Y | +86.0% | +23.6% | +62.4% | +74.9% |
| 5Y | +76.5% | +178.1% | -101.6% | +38.3% |
| All | +409.6% | +121.2% | +288.4% | +286.6% |
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 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