+494.2%
FIX vs EOG
+43.2%
+450.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.5% |
| 7D | +9.4% | +7.6% | +1.8% | +8.7% |
| 30D | -27.8% | +3.4% | -31.1% | -28.0% |
| 3M | -35.6% | +12.7% | -48.3% | -36.3% |
| 6M | -45.2% | +19.0% | -64.2% | -46.4% |
| YTD | +19.5% | +55.6% | -36.1% | +7.1% |
| 1Y | +24.2% | +49.5% | -25.3% | +12.8% |
| 3Y | +494.2% | +43.2% | +451.0% | +456.6% |
| All | +494.2% | +43.2% | +450.9% | +456.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling