+46.5%
F vs EOG
+169.6%
-123.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.1% | -4.4% | -4.3% |
| 7D | +1.2% | -2.0% | +3.2% | +1.7% |
| 30D | +1.2% | +7.9% | -6.7% | -1.0% |
| 3M | -5.7% | +4.5% | -10.1% | -7.3% |
| 6M | +17.9% | +12.3% | +5.6% | +12.0% |
| YTD | +10.4% | +41.9% | -31.5% | -3.7% |
| 1Y | +25.3% | +27.8% | -2.5% | +13.1% |
| 3Y | +37.5% | +21.8% | +15.7% | +24.0% |
| 5Y | +46.5% | +174.0% | -127.5% | -9.7% |
| All | +46.5% | +169.6% | -123.1% | -9.7% |
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 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