+127.7%
EXPE vs FICO
+527.0%
-399.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -0.5% | +2.2% | -2.7% | -1.4% |
| 30D | -6.1% | +0.1% | -6.2% | -6.6% |
| 3M | -21.3% | -35.2% | +13.8% | -10.7% |
| 6M | +19.0% | -32.4% | +51.4% | +30.4% |
| YTD | -8.4% | -57.4% | +49.0% | +20.5% |
| 1Y | -2.8% | -58.5% | +55.8% | +29.2% |
| 3Y | +120.8% | -28.9% | +149.6% | +113.3% |
| 5Y | +46.2% | +91.7% | -45.5% | -17.0% |
| All | +127.7% | +527.0% | -399.3% | -27.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling