+35.5%
XLV vs EOG
+169.9%
-134.4%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.1% |
| 3M | +7.8% | +8.7% | -0.9% | +6.9% |
| 6M | +9.1% | +12.9% | -3.8% | +7.6% |
| YTD | +7.7% | +43.8% | -36.1% | +3.6% |
| 1Y | +20.4% | +27.1% | -6.7% | +17.2% |
| 3Y | +30.8% | +25.9% | +4.9% | +26.5% |
| All | +35.5% | +169.9% | -134.4% | +26.1% |
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