+14.4%
FIX vs EOG
+45.9%
-31.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -5.2% | -9.9% | -16.6% |
| 7D | -18.9% | -8.6% | -10.3% | -21.3% |
| 30D | -36.3% | +2.8% | -39.1% | -35.4% |
| 3M | -38.5% | +3.2% | -41.7% | -37.4% |
| 6M | -42.3% | +5.3% | -47.6% | -39.9% |
| YTD | +17.1% | +44.5% | -27.4% | +28.1% |
| 1Y | +14.4% | +44.2% | -29.8% | +29.6% |
| All | +14.4% | +45.9% | -31.5% | +29.6% |
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