-23.6%
EXE vs FICO
-58.5%
+34.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | +1.5% | +4.0% | -2.5% | +1.5% |
| 30D | -0.2% | -1.5% | +1.3% | -0.2% |
| 3M | -9.2% | -29.8% | +20.6% | -9.7% |
| 6M | -7.2% | -33.3% | +26.0% | -7.8% |
| YTD | -18.3% | -56.9% | +38.6% | -21.2% |
| 1Y | -23.6% | -59.5% | +35.8% | -26.3% |
| All | -23.6% | -58.5% | +34.9% | -26.3% |
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 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