+7,644.2%
EOG vs FICO
+78,963.7%
-71,319.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.6% |
| 7D | -10.7% | -0.3% | -10.4% | -10.6% |
| 30D | +1.1% | +1.7% | -0.6% | +0.4% |
| 3M | +8.7% | -35.2% | +43.9% | +14.6% |
| 6M | +4.4% | -33.7% | +38.0% | +8.7% |
| YTD | +42.4% | -58.2% | +100.5% | +58.5% |
| 1Y | +42.1% | -56.6% | +98.7% | +57.0% |
| 3Y | +25.8% | -24.0% | +49.8% | +22.3% |
| 5Y | +93.3% | +86.1% | +7.2% | +56.1% |
| 10Y | +119.1% | +522.8% | -403.8% | +44.3% |
| All | +7,644.2% | +78,963.7% | -71,319.5% | +3,415.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling