+80.4%
XLI vs EOG
+172.6%
-92.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -2.3% | +1.0% | -3.3% | -2.5% |
| 30D | -8.2% | +2.8% | -11.0% | -8.7% |
| 3M | +0.8% | +5.9% | -5.1% | -0.6% |
| 6M | +0.8% | +17.1% | -16.2% | -3.1% |
| YTD | +10.5% | +43.9% | -33.4% | +1.2% |
| 1Y | +14.1% | +26.9% | -12.7% | +7.4% |
| 3Y | +68.6% | +23.6% | +45.0% | +57.6% |
| 5Y | +80.4% | +178.1% | -97.7% | +40.3% |
| All | +80.4% | +172.6% | -92.2% | +40.3% |
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