+2,894.5%
EQT vs FICO
+80,079.2%
-77,184.7%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +0.9% | -0.4% |
| 7D | +3.4% | +1.4% | +2.0% | +3.2% |
| 30D | -3.5% | -0.8% | -2.7% | -3.6% |
| 3M | -2.8% | -31.3% | +28.5% | +1.1% |
| 6M | -5.5% | -33.9% | +28.4% | -1.8% |
| YTD | -1.1% | -57.6% | +56.4% | +8.6% |
| 1Y | -12.9% | -59.7% | +46.7% | -3.7% |
| 3Y | +39.5% | -28.0% | +67.5% | +38.4% |
| 5Y | +164.1% | +91.0% | +73.1% | +122.2% |
| 10Y | +60.8% | +529.4% | -468.6% | +9.3% |
| All | +2,894.5% | +80,079.2% | -77,184.7% | +1,194.8% |
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