+45.9%
EOG vs FN
-18.6%
+64.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.9% | -4.4% | +1.7% |
| 7D | +4.6% | +8.0% | -3.4% | +4.9% |
| 30D | +2.9% | -19.1% | +22.0% | +2.0% |
| 3M | +8.0% | -29.8% | +37.8% | +6.9% |
| 6M | +17.0% | -43.2% | +60.2% | +16.1% |
| YTD | +51.1% | -18.9% | +70.0% | +51.2% |
| All | +45.9% | -18.6% | +64.5% | +47.2% |
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