+23.9%
EW vs FICO
-58.2%
+82.1%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | +11.0% | -0.9% | +11.9% | +11.0% |
| 30D | +19.1% | +3.3% | +15.7% | +18.7% |
| 3M | +14.4% | -31.7% | +46.1% | +15.9% |
| 6M | +22.8% | -34.0% | +56.7% | +24.0% |
| YTD | +19.8% | -58.3% | +78.1% | +27.6% |
| 1Y | +23.9% | -57.9% | +81.8% | +30.7% |
| All | +23.9% | -58.2% | +82.1% | +30.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling