+142.7%
EXE vs FICO
+47.3%
+95.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.3% |
| 7D | -5.6% | -0.3% | -5.4% | -5.6% |
| 30D | -3.3% | +1.7% | -5.0% | -3.7% |
| 3M | -5.5% | -35.2% | +29.7% | -2.7% |
| 6M | -13.4% | -33.7% | +20.2% | -11.6% |
| YTD | -21.3% | -58.2% | +36.8% | -15.7% |
| 1Y | -20.7% | -56.6% | +35.9% | -15.5% |
| 3Y | +3.9% | -24.0% | +27.9% | 0.0% |
| 5Y | +63.7% | +86.1% | -22.4% | +35.2% |
| All | +142.7% | +47.3% | +95.5% | +105.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling