+118.4%
EOG vs FDS
+77.2%
+41.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.5% | +2.1% |
| 7D | -1.3% | -8.8% | +7.5% | +1.1% |
| 30D | +3.4% | -1.4% | +4.7% | +3.5% |
| 3M | +7.8% | +13.9% | -6.0% | +2.8% |
| 6M | +13.4% | +27.4% | -14.0% | +3.2% |
| YTD | +43.5% | -2.5% | +45.9% | +41.4% |
| 1Y | +29.7% | -23.8% | +53.5% | +38.4% |
| 3Y | +23.2% | -32.5% | +55.7% | +34.8% |
| 5Y | +176.4% | -23.2% | +199.6% | +179.4% |
| All | +118.4% | +77.2% | +41.2% | +64.2% |
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