+37.4%
EOG vs FICO
-24.1%
+61.5%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +2.0% |
| 7D | -2.4% | +0.9% | -3.2% | -2.4% |
| 30D | +2.9% | +9.4% | -6.5% | +2.5% |
| 3M | +7.2% | -30.4% | +37.6% | +7.9% |
| 6M | +18.2% | -35.1% | +53.3% | +18.9% |
| YTD | +48.9% | -56.8% | +105.7% | +53.1% |
| 1Y | +46.7% | -58.4% | +105.1% | +51.2% |
| 3Y | +37.4% | -26.7% | +64.1% | +39.1% |
| All | +37.4% | -24.1% | +61.5% | +39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling