+47.6%
F vs EOG
+21.2%
+26.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.5% |
| 7D | +5.3% | +1.3% | +4.0% | +5.1% |
| 30D | +4.6% | +8.2% | -3.6% | +3.1% |
| 3M | -3.7% | +3.8% | -7.5% | -4.5% |
| 6M | +16.8% | +15.3% | +1.5% | +11.3% |
| YTD | +15.3% | +41.7% | -26.4% | +1.9% |
| 1Y | +31.0% | +23.6% | +7.5% | +21.6% |
| All | +47.6% | +21.2% | +26.4% | +32.7% |
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