-56.6%
FIG vs EOG
+29.6%
-86.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -12.2% | +1.0% | -13.2% | -12.4% |
| 30D | -11.0% | +2.8% | -13.8% | -11.5% |
| 3M | +11.9% | +5.9% | +6.0% | +8.6% |
| 6M | -21.9% | +17.1% | -39.0% | -26.3% |
| YTD | -40.8% | +43.9% | -84.7% | -46.6% |
| 1Y | -56.6% | +26.9% | -83.5% | -58.5% |
| All | -56.6% | +29.6% | -86.2% | -58.5% |
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 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