+67.5%
FERG vs EOG
+172.6%
-105.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -1.0% | +1.0% | -2.0% | -1.2% |
| 30D | -11.8% | +2.8% | -14.6% | -12.2% |
| 3M | -1.2% | +5.9% | -7.1% | -2.4% |
| 6M | -2.3% | +17.1% | -19.4% | -5.7% |
| YTD | +0.8% | +43.9% | -43.1% | -6.8% |
| 1Y | +0.5% | +26.9% | -26.4% | -4.8% |
| 3Y | +51.4% | +23.6% | +27.8% | +42.3% |
| 5Y | +67.5% | +178.1% | -110.6% | +37.6% |
| All | +67.5% | +172.6% | -105.1% | +37.6% |
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