+8,217.7%
EOG vs FDX
+4,207.2%
+4,010.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.5% |
| 7D | +7.4% | +0.8% | +6.6% | +7.1% |
| 30D | +2.3% | +9.9% | -7.6% | -0.8% |
| 3M | +9.5% | -1.9% | +11.4% | +9.6% |
| 6M | +17.7% | +6.1% | +11.6% | +14.4% |
| YTD | +52.9% | +38.8% | +14.1% | +35.7% |
| 1Y | +47.7% | +50.0% | -2.3% | +27.9% |
| 3Y | +41.1% | +71.0% | -29.9% | +14.1% |
| 5Y | +108.2% | +72.5% | +35.8% | +62.3% |
| 10Y | +136.3% | +153.1% | -16.8% | +58.9% |
| All | +8,217.7% | +4,207.2% | +4,010.5% | +3,524.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 all: compounded portfolio wealth divided by compounded FDX 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…
all analysis · Full analysis span regression · 6 months rolling