-83.6%
FIG vs EOG
+34.8%
-118.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.4% |
| 7D | +2.6% | +7.4% | -4.8% | +1.8% |
| 30D | -13.1% | +2.3% | -15.3% | -13.6% |
| 3M | -20.3% | +9.5% | -29.8% | -21.7% |
| 6M | -2.1% | +17.7% | -19.8% | -5.9% |
| YTD | -49.4% | +52.9% | -102.3% | -50.7% |
| 1Y | -57.0% | +47.7% | -104.7% | -58.3% |
| All | -83.6% | +34.8% | -118.4% | -85.8% |
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