+118.9%
EOG vs FTI
+305.3%
-186.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.6% |
| 7D | +1.5% | -4.4% | +5.9% | +3.9% |
| 30D | +2.9% | +1.5% | +1.5% | +1.9% |
| 3M | +8.7% | +8.2% | +0.5% | +3.6% |
| 6M | +12.9% | +18.8% | -5.9% | +1.4% |
| YTD | +43.8% | +71.7% | -27.9% | +5.0% |
| 1Y | +27.1% | +90.0% | -63.0% | -12.8% |
| 3Y | +25.9% | +270.5% | -244.6% | -43.7% |
| 5Y | +177.9% | +1,084.5% | -906.6% | -41.4% |
| All | +118.9% | +305.3% | -186.4% | -32.9% |
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