+2,340.5%
EXC vs FICO
+104,095.6%
-101,755.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -16.7% | +15.6% | +0.7% |
| 7D | +0.3% | -19.2% | +19.5% | +2.4% |
| 30D | -3.7% | -14.6% | +10.9% | -2.4% |
| 3M | -1.3% | -20.1% | +18.8% | +0.5% |
| 6M | -9.7% | -36.3% | +26.6% | -6.4% |
| YTD | +2.9% | -44.9% | +47.7% | +8.1% |
| 1Y | +4.4% | -38.6% | +43.0% | +8.0% |
| 3Y | +22.2% | +4.0% | +18.2% | +17.1% |
| 5Y | +46.7% | +99.5% | -52.8% | +28.7% |
| 10Y | +155.3% | +604.7% | -449.3% | +97.1% |
| All | +2,340.5% | +104,095.6% | -101,755.0% | +1,507.3% |
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