+108.2%
EOG vs FITB
+47.5%
+60.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.5% |
| 7D | +7.4% | +0.8% | +6.6% | +7.1% |
| 30D | +2.3% | +7.3% | -5.0% | 0.0% |
| 3M | +9.5% | -6.3% | +15.8% | +11.4% |
| 6M | +17.7% | +12.6% | +5.1% | +12.5% |
| YTD | +52.9% | +18.0% | +34.9% | +42.6% |
| 1Y | +47.7% | +28.9% | +18.8% | +33.2% |
| 3Y | +41.1% | +139.4% | -98.3% | +0.4% |
| 5Y | +108.2% | +47.2% | +61.0% | +56.4% |
| All | +108.2% | +47.5% | +60.7% | +56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling