+5,993.3%
FIX vs EOG
+110.9%
+5,882.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.3% |
| 7D | +6.1% | -2.0% | +8.1% | +6.7% |
| 30D | -2.7% | +7.9% | -10.6% | -4.9% |
| 3M | -10.9% | +4.5% | -15.4% | -12.8% |
| 6M | +29.0% | +12.3% | +16.7% | +22.5% |
| YTD | +76.9% | +41.9% | +35.0% | +55.6% |
| 1Y | +130.7% | +27.8% | +102.9% | +109.1% |
| 3Y | +790.7% | +21.8% | +768.9% | +707.2% |
| 5Y | +2,185.6% | +174.0% | +2,011.6% | +1,402.6% |
| 10Y | +5,993.3% | +110.4% | +5,882.9% | +3,709.9% |
| All | +5,993.3% | +110.9% | +5,882.4% | +3,709.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling