+152.1%
EXE vs FICO
+51.7%
+100.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | +1.5% | +4.0% | -2.5% | +1.2% |
| 30D | -0.2% | -1.5% | +1.3% | -0.2% |
| 3M | -9.2% | -29.8% | +20.6% | -7.2% |
| 6M | -7.2% | -33.3% | +26.0% | -5.3% |
| YTD | -18.3% | -56.9% | +38.6% | -12.7% |
| 1Y | -23.6% | -59.5% | +35.8% | -17.8% |
| 3Y | +21.9% | -26.9% | +48.8% | +18.3% |
| 5Y | +73.7% | +92.9% | -19.3% | +42.6% |
| All | +152.1% | +51.7% | +100.4% | +112.9% |
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