+271.2%
EW vs FICO
+527.0%
-255.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +4.9% | +2.2% | +2.7% | +4.3% |
| 30D | +23.9% | +0.1% | +23.9% | +23.3% |
| 3M | +15.8% | -35.2% | +50.9% | +25.7% |
| 6M | +31.7% | -32.4% | +64.0% | +39.0% |
| YTD | +25.7% | -57.4% | +83.1% | +49.3% |
| 1Y | +24.4% | -58.5% | +83.0% | +48.9% |
| 3Y | +65.9% | -28.9% | +94.7% | +52.7% |
| 5Y | -7.6% | +91.7% | -99.3% | -45.0% |
| All | +271.2% | +527.0% | -255.8% | +32.8% |
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 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