+248.8%
XLF vs EOG
+121.1%
+127.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | -1.5% | +1.5% | -3.0% | -1.9% |
| 30D | -1.2% | +2.9% | -4.1% | -2.1% |
| 3M | +9.2% | +8.7% | +0.4% | +6.0% |
| 6M | +16.3% | +12.9% | +3.4% | +11.1% |
| YTD | +5.4% | +43.8% | -38.4% | -6.7% |
| 1Y | +7.6% | +27.1% | -19.5% | -1.4% |
| 3Y | +74.2% | +25.9% | +48.3% | +57.4% |
| 5Y | +66.1% | +177.9% | -111.8% | +11.1% |
| All | +248.8% | +121.1% | +127.8% | +113.5% |
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