-15.8%
F vs EOG
+94.0%
-109.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.3% | -1.1% |
| 7D | +1.6% | -11.1% | +12.7% | +4.5% |
| 30D | +2.6% | +2.7% | -0.1% | +1.6% |
| 3M | -8.8% | +8.8% | -17.6% | -11.4% |
| 6M | +4.6% | +10.8% | -6.2% | +0.4% |
| YTD | -1.9% | +44.6% | -46.5% | -15.2% |
| 1Y | -0.8% | +44.6% | -45.3% | -14.3% |
| 3Y | +43.5% | +29.5% | +14.0% | +26.7% |
| All | -15.8% | +94.0% | -109.9% | -41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling