+2,485.9%
EXC vs FICO
+78,251.7%
-75,765.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.2% | +4.8% | +2.0% |
| 7D | +3.3% | +0.4% | +2.9% | +3.2% |
| 30D | +13.3% | +1.7% | +11.6% | +12.8% |
| 3M | +1.8% | -33.0% | +34.9% | +5.0% |
| 6M | +1.1% | -33.9% | +35.0% | +3.9% |
| YTD | +9.0% | -58.5% | +67.6% | +17.0% |
| 1Y | +3.4% | -56.4% | +59.7% | +10.2% |
| 3Y | +27.7% | -24.7% | +52.3% | +25.6% |
| 5Y | +43.1% | +83.1% | -40.0% | +25.5% |
| 10Y | +182.0% | +517.2% | -335.2% | +119.5% |
| All | +2,485.9% | +78,251.7% | -75,765.8% | +1,639.5% |
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