+159.8%
XLB vs EOG
+121.1%
+38.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.4% |
| 7D | -2.8% | +1.5% | -4.3% | -3.2% |
| 30D | -3.1% | +2.9% | -6.0% | -3.9% |
| 3M | -0.2% | +8.7% | -8.9% | -2.8% |
| 6M | +3.1% | +12.9% | -9.8% | -1.2% |
| YTD | +13.3% | +43.8% | -30.6% | +1.4% |
| 1Y | +12.0% | +27.1% | -15.0% | +3.6% |
| 3Y | +31.4% | +25.9% | +5.5% | +20.1% |
| 5Y | +33.9% | +177.9% | -144.0% | -4.7% |
| All | +159.8% | +121.1% | +38.7% | +72.4% |
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