+43.2%
EOG vs FTI
+212.2%
-169.0%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.3% | +0.9% |
| 7D | +7.6% | +4.3% | +3.3% | +5.8% |
| 30D | +3.4% | -4.7% | +8.0% | +5.2% |
| 3M | +12.7% | -13.5% | +26.2% | +19.1% |
| 6M | +19.0% | -8.7% | +27.7% | +22.5% |
| YTD | +55.6% | +49.0% | +6.6% | +30.0% |
| 1Y | +49.5% | +54.0% | -4.5% | +23.2% |
| 3Y | +43.2% | +211.6% | -168.5% | -15.1% |
| All | +43.2% | +212.2% | -169.0% | -15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling