+37.0%
EOG vs FRMI
-78.1%
+115.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | 0.0% |
| 7D | +1.5% | +7.4% | -5.9% | +1.6% |
| 30D | +2.9% | -27.6% | +30.6% | +2.6% |
| 3M | +8.7% | -20.9% | +29.6% | +8.5% |
| 6M | +12.9% | -36.6% | +49.5% | +13.2% |
| YTD | +43.8% | -31.3% | +75.1% | +44.1% |
| All | +37.0% | -78.1% | +115.2% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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