+110.4%
EOG vs FIVE
+475.1%
-364.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | -2.0% | +3.7% | -5.7% | -2.7% |
| 30D | +7.9% | +4.0% | +3.9% | +6.9% |
| 3M | +4.5% | +36.2% | -31.8% | -1.7% |
| 6M | +12.3% | +18.0% | -5.7% | +7.5% |
| YTD | +41.9% | +34.9% | +7.0% | +32.0% |
| 1Y | +27.8% | +67.9% | -40.1% | +13.4% |
| 3Y | +21.8% | +57.3% | -35.5% | +3.8% |
| 5Y | +174.0% | +39.5% | +134.5% | +129.9% |
| 10Y | +110.4% | +496.4% | -386.1% | +30.6% |
| All | +110.4% | +475.1% | -364.7% | +30.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling