+171.7%
EOG vs FN
+289.0%
-117.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.7% | -0.7% |
| 7D | +1.3% | -1.7% | +3.0% | +1.4% |
| 30D | +8.2% | -22.0% | +30.2% | +9.2% |
| 3M | +3.8% | -43.0% | +46.8% | +6.7% |
| 6M | +15.3% | -27.7% | +43.1% | +15.8% |
| YTD | +41.7% | -10.5% | +52.2% | +39.4% |
| 1Y | +23.6% | +12.5% | +11.1% | +18.4% |
| 3Y | +23.3% | +153.8% | -130.5% | +4.4% |
| All | +171.7% | +289.0% | -117.3% | +112.6% |
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 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