+14.5%
FIX vs EOG
+44.6%
-30.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.9% | +8.5% | +9.6% |
| 7D | -7.2% | -6.0% | -1.3% | -9.4% |
| 30D | -35.1% | +0.9% | -36.0% | -34.7% |
| 3M | -34.3% | +10.9% | -45.2% | -31.2% |
| 6M | -42.9% | +15.8% | -58.7% | -38.7% |
| YTD | +19.5% | +45.8% | -26.4% | +31.3% |
| All | +14.5% | +44.6% | -30.1% | +29.3% |
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