+2.1%
EXC vs FICO
-60.3%
+62.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.1% |
| 7D | -1.9% | +1.4% | -3.3% | -2.0% |
| 30D | +7.8% | -0.8% | +8.6% | +7.8% |
| 3M | +1.9% | -31.3% | +33.2% | +2.8% |
| 6M | +3.4% | -33.9% | +37.3% | +5.1% |
| YTD | +7.6% | -57.6% | +65.2% | +8.8% |
| 1Y | +2.1% | -59.7% | +61.8% | +3.4% |
| All | +2.1% | -60.3% | +62.4% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling