+169.4%
XLV vs EOG
+121.1%
+48.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -3.6% | +1.5% | -5.0% | -3.7% |
| 30D | -1.8% | +2.9% | -4.8% | -2.2% |
| 3M | +7.8% | +8.7% | -0.9% | +6.4% |
| 6M | +9.1% | +12.9% | -3.8% | +6.9% |
| YTD | +7.7% | +43.8% | -36.1% | +2.0% |
| 1Y | +20.4% | +27.1% | -6.7% | +15.9% |
| 3Y | +30.8% | +25.9% | +4.9% | +24.9% |
| 5Y | +34.6% | +177.9% | -143.3% | +12.0% |
| All | +169.4% | +121.1% | +48.3% | +116.7% |
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