+1,086.7%
FLEX vs EOG
+115.2%
+971.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.6% | -1.8% |
| 7D | +6.4% | -1.3% | +7.7% | +6.8% |
| 30D | -5.9% | +3.4% | -9.2% | -7.0% |
| 3M | -23.5% | +7.8% | -31.3% | -26.0% |
| 6M | +83.7% | +13.4% | +70.4% | +72.1% |
| YTD | +86.5% | +43.5% | +43.0% | +60.3% |
| 1Y | +100.5% | +29.7% | +70.8% | +78.1% |
| 3Y | +469.8% | +23.2% | +446.7% | +409.2% |
| 5Y | +725.7% | +176.4% | +549.2% | +424.6% |
| 10Y | +1,086.7% | +119.1% | +967.6% | +602.2% |
| All | +1,086.7% | +115.2% | +971.6% | +602.2% |
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 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