+172.1%
EXC vs FICO
+512.2%
-340.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -1.2% | -0.9% | -0.2% | -1.0% |
| 30D | +10.0% | +3.3% | +6.6% | +8.9% |
| 3M | +1.6% | -31.7% | +33.3% | +6.7% |
| 6M | +3.3% | -34.0% | +37.2% | +8.1% |
| YTD | +7.6% | -58.3% | +65.9% | +22.0% |
| 1Y | +3.5% | -57.9% | +61.4% | +17.0% |
| 3Y | +27.7% | -24.1% | +51.7% | +16.6% |
| 5Y | +41.1% | +85.3% | -44.2% | -6.8% |
| All | +172.1% | +512.2% | -340.1% | +38.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling