+178.1%
EOG vs FTV
-3.0%
+181.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.9% |
| 7D | +1.0% | -5.2% | +6.2% | +2.4% |
| 30D | +2.8% | -11.5% | +14.3% | +6.1% |
| 3M | +5.9% | -9.0% | +14.9% | +7.9% |
| 6M | +17.1% | -2.0% | +19.1% | +15.8% |
| YTD | +43.9% | -0.9% | +44.9% | +40.9% |
| 1Y | +26.9% | +14.8% | +12.1% | +17.5% |
| 3Y | +23.6% | -5.5% | +29.1% | +20.4% |
| 5Y | +178.1% | -1.9% | +180.0% | +167.2% |
| All | +178.1% | -3.0% | +181.1% | +167.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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