+7,608.4%
EOG vs FICO
+104,095.6%
-96,487.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -16.7% | +16.2% | +2.2% |
| 7D | +1.3% | -19.2% | +20.5% | +4.6% |
| 30D | +8.2% | -14.6% | +22.8% | +10.5% |
| 3M | +3.8% | -20.1% | +23.9% | +6.6% |
| 6M | +15.3% | -36.3% | +51.6% | +21.7% |
| YTD | +41.7% | -44.9% | +86.6% | +52.8% |
| 1Y | +23.6% | -38.6% | +62.2% | +29.8% |
| 3Y | +23.3% | +4.0% | +19.3% | +15.1% |
| 5Y | +170.4% | +99.5% | +70.9% | +119.3% |
| 10Y | +125.5% | +604.7% | -479.2% | +47.2% |
| All | +7,608.4% | +104,095.6% | -96,487.2% | +3,288.7% |
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