+29.5%
EOG vs FE
+42.7%
-13.2%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +3.0% | +1.6% |
| 7D | -11.1% | -1.0% | -10.1% | -11.1% |
| 30D | +2.7% | +4.1% | -1.4% | +2.5% |
| 3M | +8.8% | -1.0% | +9.8% | +8.8% |
| 6M | +10.8% | +4.0% | +6.8% | +10.4% |
| YTD | +44.6% | +6.8% | +37.7% | +43.6% |
| 1Y | +44.6% | +5.3% | +39.3% | +43.7% |
| 3Y | +29.5% | +44.6% | -15.1% | +21.6% |
| All | +29.5% | +42.7% | -13.2% | +21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling