+133.0%
EOG vs FE
+123.7%
+9.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +7.4% | -0.3% | +7.7% | +7.5% |
| 30D | +2.3% | +3.9% | -1.6% | +1.1% |
| 3M | +9.5% | -0.1% | +9.5% | +9.4% |
| 6M | +17.7% | +6.1% | +11.6% | +15.3% |
| YTD | +52.9% | +8.1% | +44.9% | +48.8% |
| 1Y | +47.7% | +4.4% | +43.2% | +45.1% |
| 3Y | +41.1% | +49.0% | -7.9% | +22.6% |
| 5Y | +108.2% | +46.1% | +62.1% | +80.9% |
| All | +133.0% | +123.7% | +9.3% | +106.5% |
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