+38.5%
EQT vs FICO
-24.1%
+62.6%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +4.1% |
| 7D | -3.8% | +0.9% | -4.7% | -3.9% |
| 30D | -1.3% | +9.4% | -10.7% | -2.1% |
| 3M | -3.5% | -30.4% | +26.9% | -1.8% |
| 6M | -6.5% | -35.1% | +28.6% | -4.8% |
| YTD | -1.8% | -56.8% | +55.0% | +4.6% |
| 1Y | -10.7% | -58.4% | +47.7% | -4.4% |
| 3Y | +38.5% | -26.7% | +65.2% | +38.3% |
| All | +38.5% | -24.1% | +62.6% | +38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling