+94.0%
EOG vs FFIV
+42.4%
+51.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.5% |
| 7D | -6.0% | -2.1% | -3.9% | -5.7% |
| 30D | +0.9% | -33.8% | +34.6% | +8.1% |
| 3M | +10.9% | -20.6% | +31.5% | +14.3% |
| 6M | +15.8% | -10.2% | +26.0% | +15.3% |
| YTD | +45.8% | +24.5% | +21.4% | +33.3% |
| 1Y | +45.3% | +29.3% | +16.0% | +31.4% |
| 3Y | +36.2% | +103.8% | -67.6% | +7.5% |
| 5Y | +94.0% | +40.9% | +53.1% | +54.9% |
| All | +94.0% | +42.4% | +51.6% | +54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling