+4,267.8%
EOG vs FE
+563.2%
+3,704.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.6% |
| 3M | +8.8% | 0.0% | +8.8% | +8.5% |
| 6M | +10.8% | +5.0% | +5.7% | +8.1% |
| YTD | +44.6% | +7.9% | +36.7% | +39.1% |
| 1Y | +44.6% | +6.3% | +38.2% | +39.9% |
| 3Y | +29.5% | +46.0% | -16.5% | +7.7% |
| 5Y | +96.3% | +45.6% | +50.6% | +61.5% |
| 10Y | +122.4% | +109.3% | +13.1% | +46.2% |
| All | +4,267.8% | +563.2% | +3,704.6% | +2,091.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling