+174.0%
EOG vs FDS
-20.4%
+194.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | +0.6% |
| 7D | -2.0% | -5.4% | +3.4% | -1.4% |
| 30D | +7.9% | +1.6% | +6.3% | +7.5% |
| 3M | +4.5% | +17.7% | -13.3% | +1.8% |
| 6M | +12.3% | +29.1% | -16.8% | +7.4% |
| YTD | +41.9% | +1.0% | +40.9% | +41.5% |
| 1Y | +27.8% | -21.6% | +49.5% | +34.2% |
| 3Y | +21.8% | -30.1% | +51.9% | +29.5% |
| 5Y | +174.0% | -20.7% | +194.7% | +206.1% |
| All | +174.0% | -20.4% | +194.4% | +206.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling