+25.3%
F vs EOG
+27.6%
-2.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.1% | -4.4% | -4.2% |
| 7D | +1.2% | -2.0% | +3.2% | +0.6% |
| 30D | +1.2% | +7.9% | -6.7% | +3.5% |
| 3M | -5.7% | +4.5% | -10.1% | -3.9% |
| 6M | +17.9% | +12.3% | +5.6% | +21.5% |
| YTD | +10.4% | +41.9% | -31.5% | +13.1% |
| 1Y | +25.3% | +27.8% | -2.5% | +28.2% |
| All | +25.3% | +27.6% | -2.3% | +28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling