+120.5%
EOG vs FN
+837.6%
-717.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +11.9% | -11.0% | -0.6% |
| 7D | -6.0% | +16.3% | -22.3% | -8.1% |
| 30D | +0.9% | -24.7% | +25.6% | +3.8% |
| 3M | +10.9% | -34.9% | +45.8% | +15.4% |
| 6M | +15.8% | -41.1% | +56.9% | +20.6% |
| YTD | +45.8% | -19.6% | +65.5% | +41.3% |
| 1Y | +45.3% | -18.5% | +63.8% | +39.6% |
| 3Y | +36.2% | +119.1% | -83.0% | 0.0% |
| 5Y | +94.0% | +206.9% | -113.0% | +24.7% |
| 10Y | +120.5% | +826.4% | -705.9% | +12.6% |
| All | +120.5% | +837.6% | -717.1% | +12.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling