+189.4%
EQT vs FICO
+101.8%
+87.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -16.7% | +15.9% | +1.5% |
| 7D | +1.1% | -19.2% | +20.3% | +3.8% |
| 30D | +7.7% | -14.6% | +22.3% | +9.6% |
| 3M | +0.2% | -20.1% | +20.3% | +2.3% |
| 6M | -9.5% | -36.3% | +26.8% | -4.6% |
| YTD | +3.8% | -44.9% | +48.7% | +12.1% |
| 1Y | +7.8% | -38.6% | +46.4% | +13.0% |
| 3Y | +30.1% | +4.0% | +26.2% | +18.0% |
| All | +189.4% | +101.8% | +87.7% | +118.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling