+35.0%
XLB vs EOG
+179.2%
-144.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.3% |
| 7D | -2.9% | -1.3% | -1.6% | -2.7% |
| 30D | -3.4% | +3.4% | -6.7% | -4.1% |
| 3M | +1.6% | +7.8% | -6.2% | -0.5% |
| 6M | +3.6% | +13.4% | -9.7% | -0.3% |
| YTD | +14.2% | +43.5% | -29.2% | +3.4% |
| 1Y | +15.6% | +29.7% | -14.1% | +7.2% |
| 3Y | +33.1% | +23.2% | +9.9% | +23.2% |
| 5Y | +35.0% | +176.4% | -141.4% | +3.1% |
| All | +35.0% | +179.2% | -144.2% | +3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling