+46.7%
EOG vs FN
-24.2%
+70.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.8% | +6.8% | +1.9% |
| 7D | -2.4% | -4.1% | +1.7% | -2.6% |
| 30D | +2.9% | -28.3% | +31.3% | +1.5% |
| 3M | +7.2% | -33.9% | +41.1% | +5.9% |
| 6M | +18.2% | -43.9% | +62.1% | +17.1% |
| YTD | +48.9% | -23.4% | +72.3% | +49.1% |
| 1Y | +46.7% | -25.4% | +72.1% | +48.3% |
| All | +46.7% | -24.2% | +70.9% | +48.3% |
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