+166.5%
EOG vs FTV
+127.6%
+38.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +7.6% | +3.9% | +3.7% | +5.6% |
| 30D | +3.4% | +18.7% | -15.3% | -5.4% |
| 3M | +12.7% | +10.0% | +2.7% | +6.8% |
| 6M | +19.0% | +14.6% | +4.4% | +9.1% |
| YTD | +55.6% | +23.4% | +32.1% | +34.7% |
| 1Y | +49.5% | +31.3% | +18.2% | +24.9% |
| 3Y | +43.2% | +39.8% | +3.4% | +11.6% |
| 5Y | +111.8% | +17.7% | +94.2% | +78.1% |
| 10Y | +140.4% | +110.2% | +30.1% | +50.9% |
| All | +166.5% | +127.6% | +38.9% | +61.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling