+118.5%
EXPE vs FICO
+544.0%
-425.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.8% | -1.1% |
| 7D | -13.3% | -0.1% | -13.3% | -13.5% |
| 30D | -5.5% | +8.4% | -13.9% | -9.2% |
| 3M | -16.5% | -30.5% | +14.0% | -7.9% |
| 6M | +13.1% | -35.7% | +48.8% | +26.7% |
| YTD | -8.0% | -57.2% | +49.2% | +20.9% |
| 1Y | +1.1% | -58.4% | +59.5% | +34.2% |
| 3Y | +131.2% | -24.8% | +156.0% | +117.7% |
| 5Y | +39.8% | +79.3% | -39.5% | -17.9% |
| 10Y | +118.5% | +531.6% | -413.2% | -29.9% |
| All | +118.5% | +544.0% | -425.5% | -29.9% |
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 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