+64.3%
XLF vs EOG
+169.9%
-105.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | -1.5% | +1.5% | -3.0% | -1.7% |
| 30D | -1.2% | +2.9% | -4.1% | -1.8% |
| 3M | +9.2% | +8.7% | +0.4% | +7.0% |
| 6M | +16.3% | +12.9% | +3.4% | +12.6% |
| YTD | +5.4% | +43.8% | -38.4% | -3.6% |
| 1Y | +7.6% | +27.1% | -19.5% | +1.1% |
| 3Y | +74.2% | +25.9% | +48.3% | +61.9% |
| All | +64.3% | +169.9% | -105.6% | +20.4% |
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