+46.3%
XLU vs EOG
+22.5%
+23.7%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -1.6% | +1.5% | -3.1% | -1.8% |
| 30D | -3.3% | +2.9% | -6.3% | -3.7% |
| 3M | -3.2% | +8.7% | -11.9% | -4.3% |
| 6M | -7.0% | +12.9% | -19.9% | -8.7% |
| YTD | +0.6% | +43.8% | -43.2% | -4.9% |
| 1Y | +2.4% | +27.1% | -24.6% | -1.4% |
| 3Y | +46.3% | +25.9% | +20.4% | +37.9% |
| All | +46.3% | +22.5% | +23.7% | +37.9% |
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