+137.1%
EOG vs FITB
+212.2%
-75.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.2% |
| 7D | +7.6% | +2.8% | +4.9% | +6.1% |
| 30D | +3.4% | +9.8% | -6.4% | -1.7% |
| 3M | +12.7% | -5.2% | +17.9% | +15.3% |
| 6M | +19.0% | +17.3% | +1.7% | +8.2% |
| YTD | +55.6% | +19.3% | +36.3% | +37.9% |
| 1Y | +49.5% | +32.7% | +16.8% | +25.0% |
| 3Y | +43.2% | +141.6% | -98.4% | -17.3% |
| 5Y | +111.8% | +48.9% | +63.0% | +51.8% |
| All | +137.1% | +212.2% | -75.1% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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