+133.5%
EOG vs FICO
+544.1%
-410.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +4.6% | +4.0% | +0.6% | +3.7% |
| 30D | +2.9% | -1.5% | +4.4% | +2.8% |
| 3M | +8.0% | -29.8% | +37.8% | +13.6% |
| 6M | +17.0% | -33.3% | +50.2% | +22.9% |
| YTD | +51.1% | -56.9% | +108.0% | +74.0% |
| 1Y | +45.1% | -59.5% | +104.6% | +69.5% |
| 3Y | +39.4% | -26.9% | +66.3% | +28.2% |
| 5Y | +105.6% | +92.9% | +12.7% | +25.5% |
| 10Y | +133.5% | +539.5% | -406.0% | +11.7% |
| All | +133.5% | +544.1% | -410.7% | +11.7% |
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 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