+106.2%
XLP vs EOG
+115.2%
-9.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.3% |
| 7D | -2.9% | -1.3% | -1.6% | -2.8% |
| 30D | -2.2% | +3.4% | -5.6% | -2.6% |
| 3M | -0.6% | +7.8% | -8.4% | -1.5% |
| 6M | -2.2% | +13.4% | -15.5% | -3.7% |
| YTD | +8.3% | +43.5% | -35.2% | +3.9% |
| 1Y | +5.7% | +29.7% | -23.9% | +2.5% |
| 3Y | +25.7% | +23.2% | +2.5% | +21.6% |
| 5Y | +31.3% | +176.4% | -145.1% | +14.4% |
| 10Y | +106.2% | +119.1% | -13.0% | +71.5% |
| All | +106.2% | +115.2% | -9.0% | +71.5% |
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