+153.4%
EXE vs FICO
+49.9%
+103.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | +5.3% | +2.2% | +3.1% | +5.1% |
| 30D | -2.2% | +0.1% | -2.3% | -2.4% |
| 3M | -5.9% | -35.2% | +29.3% | -3.0% |
| 6M | -5.7% | -32.4% | +26.6% | -3.9% |
| YTD | -17.8% | -57.4% | +39.6% | -12.1% |
| 1Y | -23.1% | -58.5% | +35.4% | -17.6% |
| 3Y | +21.2% | -28.9% | +50.0% | +18.0% |
| 5Y | +78.8% | +91.7% | -12.9% | +46.8% |
| All | +153.4% | +49.9% | +103.5% | +114.3% |
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 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