+174.2%
EXPE vs FICO
+4.8%
+169.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -16.7% | +15.0% | +3.3% |
| 7D | -9.5% | -19.2% | +9.7% | -4.0% |
| 30D | -6.6% | -14.6% | +8.0% | -2.8% |
| 3M | +31.4% | -20.1% | +51.5% | +38.5% |
| 6M | +35.2% | -36.3% | +71.5% | +51.5% |
| YTD | +5.8% | -44.9% | +50.7% | +23.6% |
| 1Y | +38.7% | -38.6% | +77.3% | +55.8% |
| All | +174.2% | +4.8% | +169.3% | +150.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling