+115.6%
EOG vs FICO
+91.4%
+24.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.7% |
| 7D | +7.6% | +2.2% | +5.4% | +7.4% |
| 30D | +3.4% | +0.1% | +3.3% | +3.2% |
| 3M | +12.7% | -35.2% | +47.9% | +15.2% |
| 6M | +19.0% | -32.4% | +51.4% | +20.7% |
| YTD | +55.6% | -57.4% | +113.0% | +63.9% |
| 1Y | +49.5% | -58.5% | +108.1% | +57.9% |
| 3Y | +43.2% | -28.9% | +72.0% | +39.7% |
| All | +115.6% | +91.4% | +24.1% | +79.0% |
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