+45.9%
EOG vs FFIV
+33.1%
+12.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.5% |
| 7D | +4.6% | -2.9% | +7.5% | +4.6% |
| 30D | +2.9% | -32.4% | +35.3% | +2.9% |
| 3M | +8.0% | -22.7% | +30.7% | +7.9% |
| 6M | +17.0% | -10.7% | +27.7% | +15.6% |
| YTD | +51.1% | +25.4% | +25.7% | +47.0% |
| All | +45.9% | +33.1% | +12.8% | +43.2% |
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