+130.0%
EOG vs FOXA
+92.4%
+37.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.2% | -0.5% |
| 7D | +1.5% | +0.8% | +0.7% | +1.2% |
| 30D | +2.9% | +5.0% | -2.1% | +0.8% |
| 3M | +8.7% | -3.0% | +11.8% | +8.6% |
| 6M | +12.9% | +14.8% | -1.9% | +5.1% |
| YTD | +43.8% | -8.9% | +52.7% | +45.9% |
| 1Y | +27.1% | +13.3% | +13.7% | +17.3% |
| 3Y | +25.9% | +115.4% | -89.5% | -13.2% |
| 5Y | +177.9% | +95.3% | +82.7% | +94.6% |
| All | +130.0% | +92.4% | +37.6% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 10y: compounded portfolio wealth divided by compounded FOXA 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…
10y analysis · Full analysis span regression · 6 months rolling