+46.0%
F vs EOG
+43.2%
+2.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.7% | -0.1% |
| 7D | -3.1% | +7.6% | -10.7% | -4.0% |
| 30D | 0.0% | +3.4% | -3.3% | -0.6% |
| 3M | -13.2% | +12.7% | -25.9% | -14.9% |
| 6M | -10.2% | +19.0% | -29.2% | -13.2% |
| YTD | -4.9% | +55.6% | -60.5% | -17.3% |
| 1Y | -6.1% | +49.5% | -55.6% | -17.2% |
| 3Y | +46.0% | +43.2% | +2.8% | +25.7% |
| All | +46.0% | +43.2% | +2.7% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling