+253.9%
XLI vs EOG
+121.1%
+132.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.1% |
| 7D | -1.7% | +1.5% | -3.1% | -2.0% |
| 30D | -7.3% | +2.9% | -10.2% | -8.0% |
| 3M | -1.3% | +8.7% | -10.1% | -3.9% |
| 6M | +2.2% | +12.9% | -10.7% | -2.0% |
| YTD | +11.7% | +43.8% | -32.1% | +0.1% |
| 1Y | +14.3% | +27.1% | -12.8% | +5.7% |
| 3Y | +70.3% | +25.9% | +44.4% | +55.8% |
| 5Y | +82.3% | +177.9% | -95.6% | +28.7% |
| All | +253.9% | +121.1% | +132.8% | +136.6% |
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