-36.4%
FICO vs EOSE
-40.1%
+3.6%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.5% | +8.8% | +5.1% |
| 7D | -10.6% | +15.0% | -25.5% | -9.6% |
| 30D | -6.3% | +2.5% | -8.8% | -5.8% |
| 3M | -19.7% | -33.7% | +14.0% | -19.2% |
| 6M | -31.8% | -32.7% | +1.0% | -30.9% |
| YTD | -41.8% | -63.8% | +21.9% | -41.7% |
| 1Y | -36.4% | -40.5% | +4.1% | -22.4% |
| All | -36.4% | -40.1% | +3.6% | -22.4% |
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 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