+8,217.7%
EOG vs FITB
+2,827.5%
+5,390.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.4% |
| 7D | +7.4% | +0.8% | +6.6% | +7.2% |
| 30D | +2.3% | +7.3% | -5.0% | +0.5% |
| 3M | +9.5% | -6.3% | +15.8% | +11.0% |
| 6M | +17.7% | +12.6% | +5.1% | +13.8% |
| YTD | +52.9% | +18.0% | +34.9% | +45.3% |
| 1Y | +47.7% | +28.9% | +18.8% | +37.3% |
| 3Y | +41.1% | +139.4% | -98.3% | +12.1% |
| 5Y | +108.2% | +47.2% | +61.0% | +82.3% |
| 10Y | +136.3% | +213.0% | -76.8% | +75.0% |
| All | +8,217.7% | +2,827.5% | +5,390.2% | +5,200.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling