+68.7%
XLC vs EOG
+22.2%
+46.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.8% | -0.7% |
| 7D | -1.4% | -1.3% | -0.1% | -1.3% |
| 30D | -0.9% | +3.4% | -4.3% | -1.2% |
| 3M | -0.3% | +7.8% | -8.2% | -1.2% |
| 6M | -5.2% | +13.4% | -18.5% | -7.1% |
| YTD | -5.3% | +43.5% | -48.8% | -11.1% |
| 1Y | -2.8% | +29.7% | -32.5% | -7.1% |
| All | +68.7% | +22.2% | +46.4% | +59.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling