+86.5%
FICO vs EOSE
-80.2%
+166.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +14.4% | -14.6% | -0.7% |
| 7D | +4.0% | -7.0% | +11.0% | +4.1% |
| 30D | -1.5% | -16.7% | +15.2% | -1.2% |
| 3M | -29.8% | -53.1% | +23.3% | -28.5% |
| 6M | -33.3% | -76.8% | +43.5% | -30.4% |
| YTD | -56.9% | -82.6% | +25.7% | -55.2% |
| 1Y | -59.5% | -89.3% | +29.8% | -56.9% |
| 3Y | -26.9% | +55.5% | -82.3% | -36.1% |
| 5Y | +92.9% | -81.9% | +174.8% | +70.3% |
| All | +86.5% | -80.2% | +166.6% | +70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling