+44.2%
EOG vs FN
-25.7%
+69.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -6.0% | +0.7% | -5.5% |
| 7D | -8.6% | -7.0% | -1.6% | -8.8% |
| 30D | +2.8% | -24.7% | +27.5% | +1.6% |
| 3M | +3.2% | -35.7% | +38.8% | +1.8% |
| 6M | +5.3% | -52.4% | +57.7% | +3.8% |
| YTD | +44.5% | -25.0% | +69.5% | +44.4% |
| 1Y | +44.2% | -25.7% | +69.8% | +45.1% |
| All | +44.2% | -25.7% | +69.9% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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