+29.7%
EOG vs FFIV
+26.5%
+3.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.9% | -2.7% | +1.0% |
| 7D | -1.3% | +3.5% | -4.8% | -1.4% |
| 30D | +3.4% | -1.3% | +4.7% | +3.4% |
| 3M | +7.8% | +2.4% | +5.5% | +7.3% |
| 6M | +13.4% | +41.8% | -28.5% | +9.5% |
| YTD | +43.5% | +58.5% | -15.0% | +36.9% |
| 1Y | +29.7% | +24.3% | +5.3% | +28.6% |
| All | +29.7% | +26.5% | +3.2% | +28.6% |
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