-4.9%
EQT vs FICO
-57.1%
+52.3%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.2% | 0.0% | -3.1% |
| 7D | -6.6% | +0.4% | -7.0% | -6.6% |
| 30D | +2.7% | +1.7% | +1.1% | +2.7% |
| 3M | -0.2% | -33.0% | +32.9% | -0.7% |
| 6M | -10.6% | -33.9% | +23.3% | -10.9% |
| YTD | -1.2% | -58.5% | +57.4% | -0.5% |
| 1Y | -4.9% | -56.4% | +51.5% | -5.0% |
| All | -4.9% | -57.1% | +52.3% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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