+61.1%
EXE vs FICO
+81.4%
-20.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.7% | -1.1% | +1.4% |
| 7D | -3.9% | -0.1% | -3.9% | -3.9% |
| 30D | -2.6% | +8.4% | -11.0% | -3.5% |
| 3M | -6.9% | -30.5% | +23.6% | -4.7% |
| 6M | -9.3% | -35.7% | +26.4% | -7.1% |
| YTD | -20.7% | -57.2% | +36.5% | -15.4% |
| 1Y | -21.8% | -58.4% | +36.6% | -16.3% |
| 3Y | +16.2% | -24.8% | +41.0% | +11.9% |
| 5Y | +61.1% | +79.3% | -18.2% | +33.0% |
| All | +61.1% | +81.4% | -20.3% | +33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling