+4,181.4%
EOG vs FE
+561.4%
+3,619.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.3% |
| 7D | +1.3% | +1.9% | -0.7% | +0.5% |
| 30D | +8.2% | -1.2% | +9.3% | +8.6% |
| 3M | +3.8% | +3.5% | +0.3% | +2.1% |
| 6M | +15.3% | -6.1% | +21.4% | +17.7% |
| YTD | +41.7% | +7.6% | +34.1% | +36.7% |
| 1Y | +23.6% | +11.9% | +11.6% | +17.1% |
| 3Y | +23.3% | +48.4% | -25.2% | +1.8% |
| 5Y | +170.4% | +44.8% | +125.6% | +123.1% |
| 10Y | +125.5% | +115.9% | +9.6% | +46.0% |
| All | +4,181.4% | +561.4% | +3,619.9% | +2,053.1% |
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