+120.5%
EOG vs FICO
+544.0%
-423.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.8% | +0.3% |
| 7D | -6.0% | -0.1% | -5.9% | -6.0% |
| 30D | +0.9% | +8.4% | -7.6% | -1.3% |
| 3M | +10.9% | -30.5% | +41.4% | +17.0% |
| 6M | +15.8% | -35.7% | +51.5% | +22.6% |
| YTD | +45.8% | -57.2% | +103.0% | +68.2% |
| 1Y | +45.3% | -58.4% | +103.7% | +68.5% |
| 3Y | +36.2% | -24.8% | +61.0% | +23.9% |
| 5Y | +94.0% | +79.3% | +14.7% | +22.1% |
| 10Y | +120.5% | +531.6% | -411.2% | +4.1% |
| All | +120.5% | +544.0% | -423.5% | +4.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling