+141.3%
XLC vs EOG
+75.0%
+66.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | -1.7% | +1.0% | -2.7% | -1.8% |
| 30D | +0.2% | +2.8% | -2.6% | -0.3% |
| 3M | +0.7% | +5.9% | -5.2% | -0.6% |
| 6M | -4.5% | +17.1% | -21.5% | -7.7% |
| YTD | -4.7% | +43.9% | -48.7% | -11.6% |
| 1Y | -1.5% | +26.9% | -28.4% | -6.6% |
| 3Y | +72.2% | +23.6% | +48.7% | +62.3% |
| 5Y | +39.3% | +178.1% | -138.8% | +9.3% |
| All | +141.3% | +75.0% | +66.3% | +93.6% |
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