-23.5%
EXE vs FICO
-58.5%
+35.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.7% | -1.1% | +1.6% |
| 7D | -3.9% | -0.1% | -3.9% | -3.9% |
| 30D | -2.6% | +8.4% | -11.0% | -2.7% |
| 3M | -6.9% | -30.5% | +23.6% | -7.3% |
| 6M | -9.3% | -35.7% | +26.4% | -9.8% |
| YTD | -20.7% | -57.2% | +36.5% | -22.3% |
| All | -23.5% | -58.5% | +35.1% | -24.8% |
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