+73.0%
XLF vs EOG
+22.6%
+50.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -2.9% | +1.0% | -3.9% | -3.0% |
| 30D | -1.6% | +2.8% | -4.4% | -2.0% |
| 3M | +9.3% | +5.9% | +3.4% | +8.1% |
| 6M | +14.6% | +17.1% | -2.5% | +10.7% |
| YTD | +4.7% | +43.9% | -39.2% | -3.8% |
| 1Y | +8.6% | +26.9% | -18.2% | +2.9% |
| All | +73.0% | +22.6% | +50.4% | +60.9% |
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