-2.3%
FERG vs EOG
+24.8%
-27.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.3% |
| 7D | 0.0% | +1.3% | -1.3% | +0.1% |
| 30D | -10.2% | +8.2% | -18.3% | -9.6% |
| 3M | -0.6% | +3.8% | -4.4% | -0.1% |
| 6M | -6.5% | +15.3% | -21.8% | -9.1% |
| YTD | +4.2% | +41.7% | -37.5% | -6.1% |
| 1Y | -2.3% | +23.6% | -25.8% | -5.7% |
| All | -2.3% | +24.8% | -27.1% | -5.7% |
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 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