-55.8%
FIG vs EOG
+24.8%
-80.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.8% | -4.3% |
| 7D | -16.3% | +1.3% | -17.6% | -16.5% |
| 30D | -14.3% | +8.2% | -22.5% | -15.7% |
| 3M | +7.2% | +3.8% | +3.3% | +4.6% |
| 6M | -18.6% | +15.3% | -33.9% | -22.3% |
| YTD | -35.5% | +41.7% | -77.2% | -40.5% |
| 1Y | -55.8% | +23.6% | -79.3% | -60.0% |
| All | -55.8% | +24.8% | -80.6% | -60.0% |
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