+22.7%
EOG vs FE
+50.0%
-27.2%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.5% |
| 7D | +1.3% | +1.9% | -0.7% | +1.1% |
| 30D | +8.2% | -1.2% | +9.3% | +8.3% |
| 3M | +3.8% | +3.5% | +0.3% | +3.4% |
| 6M | +15.3% | -6.1% | +21.4% | +16.1% |
| YTD | +41.7% | +7.6% | +34.1% | +40.1% |
| 1Y | +23.6% | +11.9% | +11.6% | +21.4% |
| All | +22.7% | +50.0% | -27.2% | +8.7% |
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