+448.7%
FIX vs EOG
+26.6%
+422.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.5% | +3.9% | +5.3% |
| 7D | -17.5% | -11.1% | -6.3% | -16.7% |
| 30D | -41.6% | +2.7% | -44.3% | -41.7% |
| 3M | -40.6% | +8.8% | -49.3% | -41.1% |
| 6M | -49.4% | +10.8% | -60.2% | -50.1% |
| YTD | +9.2% | +44.6% | -35.4% | -1.5% |
| 1Y | +6.5% | +44.6% | -38.1% | -4.1% |
| 3Y | +448.7% | +29.5% | +419.2% | +425.2% |
| All | +448.7% | +26.6% | +422.1% | +425.2% |
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