+43.7%
EOG vs FN
-20.4%
+64.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +11.9% | -11.0% | +1.3% |
| 7D | -6.0% | +16.3% | -22.3% | -5.2% |
| 30D | +0.9% | -24.7% | +25.6% | -0.3% |
| 3M | +10.9% | -34.9% | +45.8% | +9.5% |
| 6M | +15.8% | -41.1% | +56.9% | +14.9% |
| YTD | +45.8% | -19.6% | +65.5% | +46.3% |
| All | +43.7% | -20.4% | +64.2% | +45.6% |
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 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