+92.5%
EOG vs FN
+170.4%
-77.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +11.7% | -10.1% | +1.1% |
| 7D | -11.1% | 0.0% | -11.1% | -11.2% |
| 30D | +2.7% | -34.3% | +37.0% | +4.3% |
| 3M | +8.8% | -39.9% | +48.6% | +10.6% |
| 6M | +10.8% | -51.8% | +62.6% | +13.8% |
| YTD | +44.6% | -28.1% | +72.7% | +43.0% |
| 1Y | +44.6% | -29.1% | +73.7% | +42.8% |
| 3Y | +29.5% | +102.4% | -72.9% | +11.1% |
| All | +92.5% | +170.4% | -77.8% | +49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling