+7,917.6%
FLEX vs EOG
+4,010.2%
+3,907.4%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | -0.9% | +1.3% | -2.2% | -1.4% |
| 30D | -10.1% | +8.2% | -18.3% | -12.8% |
| 3M | -31.3% | +3.8% | -35.2% | -33.0% |
| 6M | +71.3% | +15.3% | +55.9% | +58.9% |
| YTD | +81.2% | +41.7% | +39.5% | +55.8% |
| 1Y | +98.5% | +23.6% | +74.9% | +78.6% |
| 3Y | +428.2% | +23.3% | +405.0% | +369.9% |
| 5Y | +657.3% | +170.4% | +486.8% | +386.7% |
| 10Y | +995.9% | +125.5% | +870.4% | +563.0% |
| All | +7,917.6% | +4,010.2% | +3,907.4% | +1,896.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling