+119.0%
EOG vs FITB
+288.7%
-169.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | +1.0% | -1.0% | +2.0% | +1.5% |
| 30D | +2.8% | -5.5% | +8.3% | +5.6% |
| 3M | +5.9% | +4.1% | +1.8% | +3.1% |
| 6M | +17.1% | +18.7% | -1.7% | +5.3% |
| YTD | +43.9% | +18.2% | +25.8% | +28.7% |
| 1Y | +26.9% | +23.7% | +3.2% | +10.2% |
| 3Y | +23.6% | +130.8% | -107.2% | -26.7% |
| 5Y | +178.1% | +69.8% | +108.3% | +84.7% |
| All | +119.0% | +288.7% | -169.7% | -1.1% |
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