+23.6%
EOG vs FFIV
+25.9%
-2.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | +1.3% | -1.0% | +2.2% | +1.3% |
| 30D | +8.2% | -5.1% | +13.2% | +8.4% |
| 3M | +3.8% | -4.5% | +8.3% | +3.8% |
| 6M | +15.3% | +36.5% | -21.1% | +11.7% |
| YTD | +41.7% | +53.0% | -11.3% | +35.6% |
| 1Y | +23.6% | +24.2% | -0.7% | +22.0% |
| All | +23.6% | +25.9% | -2.3% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling