-80.9%
FIG vs EOG
+26.5%
-107.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.4% | -3.4% |
| 7D | -14.5% | -1.3% | -13.1% | -14.3% |
| 30D | -13.3% | +3.4% | -16.7% | -13.7% |
| 3M | +7.4% | +7.8% | -0.4% | +4.7% |
| 6M | -27.8% | +13.4% | -41.1% | -29.7% |
| YTD | -41.1% | +43.5% | -84.6% | -41.9% |
| 1Y | -58.7% | +29.7% | -88.4% | -62.0% |
| All | -80.9% | +26.5% | -107.4% | -83.2% |
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