+44.2%
EOG vs FICO
-57.1%
+101.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.2% | -2.0% | -5.2% |
| 7D | -8.6% | +0.4% | -9.0% | -8.6% |
| 30D | +2.8% | +1.7% | +1.1% | +2.7% |
| 3M | +3.2% | -33.0% | +36.2% | +2.5% |
| 6M | +5.3% | -33.9% | +39.2% | +5.0% |
| YTD | +44.5% | -58.5% | +103.0% | +43.3% |
| 1Y | +44.2% | -56.4% | +100.5% | +43.7% |
| All | +44.2% | -57.1% | +101.3% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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