-15.0%
EW vs FICO
+84.1%
-99.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.3% |
| 7D | +6.8% | -0.3% | +7.0% | +6.8% |
| 30D | +16.6% | +1.7% | +14.9% | +15.8% |
| 3M | +13.3% | -35.2% | +48.5% | +19.2% |
| 6M | +21.6% | -33.7% | +55.3% | +26.1% |
| YTD | +18.3% | -58.2% | +76.4% | +32.7% |
| 1Y | +21.7% | -56.6% | +78.3% | +35.4% |
| 3Y | +50.3% | -24.0% | +74.3% | +35.2% |
| 5Y | -15.0% | +86.1% | -101.1% | -44.7% |
| All | -15.0% | +84.1% | -99.1% | -44.7% |
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 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