+2,044.1%
EOG vs FTI
+2,117.5%
-73.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +1.3% |
| 7D | -2.0% | -0.2% | -1.8% | -1.9% |
| 30D | +7.9% | +12.3% | -4.5% | +0.7% |
| 3M | +4.5% | +13.8% | -9.3% | -3.7% |
| 6M | +12.3% | +24.3% | -12.0% | -2.6% |
| YTD | +41.9% | +75.8% | -33.9% | -0.2% |
| 1Y | +27.8% | +99.6% | -71.8% | -17.2% |
| 3Y | +21.8% | +278.4% | -256.6% | -49.2% |
| 5Y | +174.0% | +1,168.7% | -994.7% | -49.6% |
| 10Y | +110.4% | +297.5% | -187.2% | -33.9% |
| All | +2,044.1% | +2,117.5% | -73.4% | +132.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling