+3,045.3%
EQT vs FICO
+104,095.5%
-101,050.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -16.7% | +15.9% | +1.7% |
| 7D | +1.1% | -19.2% | +20.3% | +4.0% |
| 30D | +7.7% | -14.6% | +22.3% | +9.8% |
| 3M | +0.2% | -20.1% | +20.3% | +2.6% |
| 6M | -9.5% | -36.3% | +26.8% | -5.0% |
| YTD | +3.8% | -44.9% | +48.7% | +11.0% |
| 1Y | +7.8% | -38.6% | +46.4% | +12.7% |
| 3Y | +30.1% | +4.0% | +26.2% | +23.4% |
| 5Y | +188.6% | +99.5% | +89.1% | +144.0% |
| 10Y | +54.6% | +604.7% | -550.1% | +4.4% |
| All | +3,045.3% | +104,095.5% | -101,050.2% | +1,223.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling