+51.6%
EQT vs FICO
+647.8%
-596.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.3% | -6.2% | -1.8% |
| 7D | -2.0% | -10.6% | +8.6% | -0.5% |
| 30D | +1.0% | -6.3% | +7.4% | +1.6% |
| 3M | +4.0% | -19.7% | +23.8% | +6.7% |
| 6M | -11.7% | -31.8% | +20.1% | -7.5% |
| YTD | +2.8% | -41.8% | +44.7% | +10.8% |
| 1Y | +10.0% | -36.4% | +46.4% | +15.5% |
| 3Y | +34.1% | +9.3% | +24.9% | +21.8% |
| 5Y | +195.3% | +113.0% | +82.3% | +124.6% |
| 10Y | +51.6% | +665.4% | -613.9% | -39.3% |
| All | +51.6% | +647.8% | -596.2% | -39.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling