+137.1%
EOG vs FDS
+127.7%
+9.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.7% |
| 7D | +7.6% | +1.5% | +6.1% | +7.2% |
| 30D | +3.4% | +14.8% | -11.5% | -0.7% |
| 3M | +12.7% | +16.3% | -3.6% | +7.4% |
| 6M | +19.0% | +66.2% | -47.2% | +0.8% |
| YTD | +55.6% | +16.2% | +39.3% | +45.5% |
| 1Y | +49.5% | +21.8% | +27.7% | +37.2% |
| 3Y | +43.2% | -23.9% | +67.0% | +52.2% |
| 5Y | +111.8% | -23.1% | +135.0% | +119.9% |
| All | +137.1% | +127.7% | +9.4% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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