-14.6%
EW vs FICO
+81.4%
-96.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +11.0% | -0.9% | +11.9% | +11.1% |
| 30D | +19.1% | +3.3% | +15.7% | +18.0% |
| 3M | +14.4% | -31.7% | +46.1% | +19.2% |
| 6M | +22.8% | -34.0% | +56.7% | +27.4% |
| YTD | +19.8% | -58.3% | +78.1% | +34.5% |
| 1Y | +23.9% | -57.9% | +81.8% | +38.8% |
| 3Y | +52.2% | -24.1% | +76.3% | +36.8% |
| All | -14.6% | +81.4% | -96.0% | -43.6% |
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