-2.8%
EXPE vs FICO
-59.4%
+56.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -0.5% | +2.2% | -2.7% | -1.0% |
| 30D | -6.1% | +0.1% | -6.2% | -6.3% |
| 3M | -21.3% | -35.2% | +13.8% | -13.1% |
| 6M | +19.0% | -32.4% | +51.4% | +27.2% |
| YTD | -8.4% | -57.4% | +49.0% | +19.7% |
| 1Y | -2.8% | -58.5% | +55.8% | +27.1% |
| All | -2.8% | -59.4% | +56.7% | +27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling