+84.3%
FICO vs EOSE
-81.0%
+165.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.5% | -5.1% | +0.2% |
| 7D | +2.2% | +9.8% | -7.6% | +1.8% |
| 30D | +0.1% | -2.1% | +2.1% | -0.1% |
| 3M | -35.2% | -54.1% | +18.9% | -33.9% |
| 6M | -32.4% | -76.9% | +44.6% | -29.5% |
| YTD | -57.4% | -83.3% | +25.9% | -55.7% |
| 1Y | -58.5% | -87.4% | +28.9% | -56.4% |
| 3Y | -28.9% | +61.9% | -90.7% | -38.0% |
| 5Y | +91.7% | -82.1% | +173.8% | +69.2% |
| All | +84.3% | -81.0% | +165.2% | +68.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling