+118.6%
EOG vs FE
+107.2%
+11.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +2.0% | +1.7% |
| 7D | -11.1% | 0.0% | -11.1% | -11.1% |
| 30D | +2.7% | +5.2% | -2.5% | +1.2% |
| 3M | +8.8% | 0.0% | +8.8% | +8.6% |
| 6M | +10.8% | +5.0% | +5.7% | +8.9% |
| YTD | +44.6% | +7.9% | +36.7% | +40.7% |
| 1Y | +44.6% | +6.3% | +38.2% | +41.3% |
| 3Y | +29.5% | +46.0% | -16.5% | +13.2% |
| 5Y | +96.3% | +45.6% | +50.6% | +70.7% |
| All | +118.6% | +107.2% | +11.4% | +88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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