-26.3%
EW vs FICO
+99.8%
-126.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -16.7% | +16.8% | +2.9% |
| 7D | -0.3% | -19.2% | +18.8% | +3.0% |
| 30D | +1.0% | -14.6% | +15.6% | +3.3% |
| 3M | +2.8% | -20.1% | +22.9% | +5.5% |
| 6M | +5.5% | -36.3% | +41.8% | +12.1% |
| YTD | +5.5% | -44.9% | +50.3% | +15.1% |
| 1Y | +11.0% | -38.6% | +49.7% | +17.4% |
| 3Y | +17.7% | +4.0% | +13.7% | +1.2% |
| All | -26.3% | +99.8% | -126.1% | -48.2% |
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