+351.3%
FERG vs EOG
+121.1%
+230.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -2.6% | +1.5% | -4.1% | -2.7% |
| 30D | -8.9% | +2.9% | -11.8% | -9.1% |
| 3M | -2.0% | +8.7% | -10.8% | -2.7% |
| 6M | -3.2% | +12.9% | -16.1% | -4.3% |
| YTD | +1.5% | +43.8% | -42.3% | -1.6% |
| 1Y | +0.5% | +27.1% | -26.6% | -1.7% |
| 3Y | +50.4% | +25.9% | +24.5% | +46.7% |
| 5Y | +68.7% | +177.9% | -109.2% | +60.0% |
| All | +351.3% | +121.1% | +230.2% | +361.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling