+1,335.0%
FERG vs EOG
+323.9%
+1,011.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +3.4% | -2.0% | +5.4% | +3.5% |
| 30D | -11.5% | +7.9% | -19.4% | -11.9% |
| 3M | +1.3% | +4.5% | -3.2% | +0.9% |
| 6M | -1.0% | +12.3% | -13.3% | -1.8% |
| YTD | +3.2% | +41.9% | -38.7% | +0.8% |
| 1Y | -3.0% | +27.8% | -30.8% | -4.6% |
| 3Y | +55.0% | +21.8% | +33.2% | +52.3% |
| 5Y | +72.6% | +174.0% | -101.4% | +65.4% |
| 10Y | +358.9% | +110.4% | +248.6% | +348.7% |
| All | +1,335.0% | +323.9% | +1,011.1% | +1,337.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling