+115.6%
EOG vs FIVE
+16.7%
+98.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | +7.6% | +2.7% | +5.0% | +7.4% |
| 30D | +3.4% | +12.7% | -9.3% | +2.4% |
| 3M | +12.7% | +2.1% | +10.7% | +12.3% |
| 6M | +19.0% | +17.5% | +1.5% | +17.0% |
| YTD | +55.6% | +31.0% | +24.6% | +50.8% |
| 1Y | +49.5% | +67.7% | -18.2% | +41.5% |
| 3Y | +43.2% | +43.4% | -0.2% | +33.2% |
| All | +115.6% | +16.7% | +98.8% | +110.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling