+8.0%
EXE vs FICO
-24.3%
+32.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -6.6% | -0.9% | -5.6% | -6.5% |
| 30D | -4.0% | +3.3% | -7.3% | -4.3% |
| 3M | -7.5% | -31.7% | +24.3% | -6.4% |
| 6M | -11.7% | -34.0% | +22.3% | -10.9% |
| YTD | -22.0% | -58.3% | +36.3% | -18.8% |
| 1Y | -21.8% | -57.9% | +36.1% | -18.7% |
| 3Y | +8.0% | -24.1% | +32.1% | +15.0% |
| All | +8.0% | -24.3% | +32.3% | +15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling