+288.5%
EOG vs FN
+2,887.5%
-2,599.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +11.7% | -10.1% | -0.1% |
| 7D | -11.1% | 0.0% | -11.1% | -11.5% |
| 30D | +2.7% | -34.3% | +37.0% | +8.3% |
| 3M | +8.8% | -39.9% | +48.6% | +15.1% |
| 6M | +10.8% | -51.8% | +62.6% | +19.6% |
| YTD | +44.6% | -28.1% | +72.7% | +42.6% |
| 1Y | +44.6% | -29.1% | +73.7% | +42.1% |
| 3Y | +29.5% | +102.4% | -72.9% | -2.2% |
| 5Y | +96.3% | +171.7% | -75.4% | +34.3% |
| 10Y | +122.4% | +773.5% | -651.1% | +16.9% |
| All | +288.5% | +2,887.5% | -2,599.0% | +50.9% |
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