+137.1%
EOG vs FTI
+189.4%
-52.3%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.3% | +0.6% |
| 7D | +7.6% | +4.3% | +3.3% | +5.2% |
| 30D | +3.4% | -4.7% | +8.0% | +5.8% |
| 3M | +12.7% | -13.5% | +26.2% | +21.4% |
| 6M | +19.0% | -8.7% | +27.7% | +23.6% |
| YTD | +55.6% | +49.0% | +6.6% | +22.3% |
| 1Y | +49.5% | +54.0% | -4.5% | +15.3% |
| 3Y | +43.2% | +211.6% | -168.5% | -29.5% |
| 5Y | +111.8% | +881.9% | -770.0% | -50.4% |
| All | +137.1% | +189.4% | -52.3% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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