+21.1%
EOG vs FICO
+4.8%
+16.2%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -16.7% | +16.2% | 0.0% |
| 7D | +1.3% | -19.2% | +20.5% | +1.9% |
| 30D | +8.2% | -14.6% | +22.8% | +8.6% |
| 3M | +3.8% | -20.1% | +23.9% | +4.4% |
| 6M | +15.3% | -36.3% | +51.6% | +17.3% |
| YTD | +41.7% | -44.9% | +86.6% | +45.4% |
| 1Y | +23.6% | -38.6% | +62.2% | +25.4% |
| All | +21.1% | +4.8% | +16.2% | +22.8% |
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