+119.1%
EOG vs FFIV
+239.4%
-120.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.9% | -2.7% | -0.3% |
| 7D | -1.3% | +3.5% | -4.8% | -2.5% |
| 30D | +3.4% | -1.3% | +4.7% | +3.5% |
| 3M | +7.8% | +2.4% | +5.5% | +5.8% |
| 6M | +13.4% | +41.8% | -28.5% | -2.4% |
| YTD | +43.5% | +58.5% | -15.0% | +17.4% |
| 1Y | +29.7% | +24.3% | +5.3% | +16.0% |
| 3Y | +23.2% | +152.0% | -128.8% | -20.5% |
| 5Y | +176.4% | +99.1% | +77.3% | +90.2% |
| 10Y | +119.1% | +242.8% | -123.6% | +12.0% |
| All | +119.1% | +239.4% | -120.3% | +12.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling