+7,232.4%
EW vs FICO
+5,856.3%
+1,376.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +15.5% |
| 3M | +13.3% | -35.2% | +48.5% | +21.3% |
| 6M | +21.6% | -33.7% | +55.3% | +28.1% |
| YTD | +18.3% | -58.2% | +76.4% | +36.4% |
| 1Y | +21.7% | -56.6% | +78.3% | +39.0% |
| 3Y | +50.3% | -24.0% | +74.3% | +43.9% |
| 5Y | -15.0% | +86.1% | -101.1% | -36.1% |
| 10Y | +237.5% | +522.8% | -285.3% | +92.6% |
| All | +7,232.4% | +5,856.3% | +1,376.0% | +2,701.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling