+164.2%
XLB vs EOG
+141.0%
+23.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.6% |
| 7D | +0.5% | +7.6% | -7.1% | -1.3% |
| 30D | +5.2% | +3.4% | +1.8% | +4.1% |
| 3M | +0.3% | +12.7% | -12.4% | -3.1% |
| 6M | +1.2% | +19.0% | -17.8% | -4.3% |
| YTD | +16.6% | +55.6% | -38.9% | +2.1% |
| 1Y | +21.4% | +49.5% | -28.1% | +7.3% |
| 3Y | +43.2% | +43.2% | +0.1% | +26.5% |
| 5Y | +28.0% | +111.8% | -83.8% | -1.5% |
| All | +164.2% | +141.0% | +23.2% | +73.1% |
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