+282.5%
EOG vs FN
+2,575.5%
-2,293.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -14.2% | +12.8% | +0.6% |
| 7D | -10.7% | -16.0% | +5.3% | -8.7% |
| 30D | +1.1% | -40.1% | +41.2% | +8.1% |
| 3M | +8.7% | -43.9% | +52.6% | +16.2% |
| 6M | +4.4% | -55.6% | +60.0% | +14.0% |
| YTD | +42.4% | -35.7% | +78.0% | +42.9% |
| 1Y | +42.1% | -39.8% | +82.0% | +43.4% |
| 3Y | +25.8% | +80.3% | -54.5% | -3.3% |
| 5Y | +93.3% | +143.3% | -50.0% | +34.5% |
| 10Y | +119.1% | +682.3% | -563.2% | +17.1% |
| All | +282.5% | +2,575.5% | -2,293.0% | +51.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling