-38.6%
FICO vs EOSE
-49.1%
+10.5%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +10.9% | -27.5% | -16.0% |
| 7D | -19.2% | +19.0% | -38.2% | -18.2% |
| 30D | -14.6% | +1.6% | -16.2% | -14.2% |
| 3M | -20.1% | -52.0% | +31.9% | -20.1% |
| 6M | -36.3% | -42.5% | +6.2% | -35.9% |
| YTD | -44.9% | -66.1% | +21.3% | -45.0% |
| 1Y | -38.6% | -47.1% | +8.5% | -28.9% |
| All | -38.6% | -49.1% | +10.5% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 1y: compounded portfolio wealth divided by compounded EOSE 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…
1y analysis · Full analysis span regression · 6 months rolling