+84.1%
F vs EOG
+115.2%
-31.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.1% | -5.1% | -4.3% |
| 7D | -4.9% | -1.3% | -3.6% | -4.5% |
| 30D | -2.9% | +3.4% | -6.3% | -4.0% |
| 3M | -9.1% | +7.8% | -16.9% | -11.9% |
| 6M | +12.9% | +13.4% | -0.4% | +6.4% |
| YTD | +6.1% | +43.5% | -37.4% | -8.3% |
| 1Y | +22.5% | +29.7% | -7.2% | +9.3% |
| 3Y | +32.1% | +23.2% | +8.9% | +18.3% |
| 5Y | +43.7% | +176.4% | -132.7% | -6.3% |
| 10Y | +84.1% | +119.1% | -35.0% | +7.5% |
| All | +84.1% | +115.2% | -31.0% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 EOG 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