+133.5%
EOG vs FN
+850.1%
-716.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.9% | -4.4% | +0.8% |
| 7D | +4.6% | +8.0% | -3.4% | +3.2% |
| 30D | +2.9% | -19.1% | +22.0% | +4.8% |
| 3M | +8.0% | -29.8% | +37.8% | +11.2% |
| 6M | +17.0% | -43.2% | +60.2% | +22.6% |
| YTD | +51.1% | -18.9% | +70.0% | +46.1% |
| 1Y | +45.1% | -17.9% | +63.0% | +39.2% |
| 3Y | +39.4% | +120.1% | -80.7% | +2.3% |
| 5Y | +105.6% | +206.7% | -101.1% | +32.2% |
| 10Y | +133.5% | +804.7% | -671.2% | +17.4% |
| All | +133.5% | +850.1% | -716.6% | +17.4% |
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