+178.5%
EXE vs FICO
+94.1%
+84.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -16.7% | +15.5% | +0.4% |
| 7D | -0.3% | -19.2% | +18.9% | +1.6% |
| 30D | +8.5% | -14.6% | +23.0% | +9.8% |
| 3M | +5.5% | -20.1% | +25.6% | +7.0% |
| 6M | -5.9% | -36.3% | +30.4% | -2.4% |
| YTD | -9.7% | -44.9% | +35.1% | -4.9% |
| 1Y | +3.6% | -38.6% | +42.2% | +7.0% |
| 3Y | +18.0% | +4.0% | +14.1% | +10.8% |
| 5Y | +109.4% | +99.5% | +9.9% | +74.4% |
| All | +178.5% | +94.1% | +84.4% | +131.9% |
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