+171.7%
EOG vs FE
+45.0%
+126.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.4% |
| 7D | +1.3% | +1.9% | -0.7% | +0.8% |
| 30D | +8.2% | -1.2% | +9.3% | +8.4% |
| 3M | +3.8% | +3.5% | +0.3% | +2.8% |
| 6M | +15.3% | -6.1% | +21.4% | +16.9% |
| YTD | +41.7% | +7.6% | +34.1% | +38.4% |
| 1Y | +23.6% | +11.9% | +11.6% | +19.2% |
| 3Y | +23.3% | +48.4% | -25.2% | +6.0% |
| All | +171.7% | +45.0% | +126.7% | +149.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling