+76.9%
FICO vs EOSE
-84.9%
+161.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.4% | +7.0% | -0.2% |
| 7D | -0.9% | -7.9% | +7.0% | -0.8% |
| 30D | +3.3% | -43.9% | +47.2% | +4.9% |
| 3M | -31.7% | -55.8% | +24.1% | -30.4% |
| 6M | -34.0% | -73.4% | +39.4% | -31.8% |
| YTD | -58.3% | -84.8% | +26.5% | -56.5% |
| 1Y | -57.9% | -88.6% | +30.7% | -55.6% |
| 3Y | -24.1% | -2.8% | -21.3% | -32.4% |
| All | +76.9% | -84.9% | +161.8% | +65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling