+92.5%
EOG vs FICO
+81.4%
+11.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | -11.1% | -0.9% | -10.2% | -11.1% |
| 30D | +2.7% | +3.3% | -0.6% | +2.3% |
| 3M | +8.8% | -31.7% | +40.5% | +10.7% |
| 6M | +10.8% | -34.0% | +44.8% | +12.5% |
| YTD | +44.6% | -58.3% | +102.9% | +52.5% |
| 1Y | +44.6% | -57.9% | +102.5% | +52.3% |
| 3Y | +29.5% | -24.1% | +53.6% | +25.1% |
| All | +92.5% | +81.4% | +11.1% | +61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling