+44.2%
EOG vs FIVE
+63.3%
-19.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +6.7% | -11.9% | -4.4% |
| 7D | -8.6% | +7.5% | -16.1% | -7.7% |
| 30D | +2.8% | +16.7% | -14.0% | +4.7% |
| 3M | +3.2% | +13.4% | -10.2% | +4.7% |
| 6M | +5.3% | +9.0% | -3.7% | +6.7% |
| YTD | +44.5% | +33.8% | +10.7% | +47.2% |
| 1Y | +44.2% | +61.2% | -17.0% | +48.2% |
| All | +44.2% | +63.3% | -19.1% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling