+104.9%
EXPE vs FICO
+99.8%
+5.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -16.7% | +15.0% | +4.2% |
| 7D | -9.5% | -19.2% | +9.7% | -3.1% |
| 30D | -6.6% | -14.6% | +8.0% | -2.2% |
| 3M | +31.4% | -20.1% | +51.5% | +39.6% |
| 6M | +35.2% | -36.3% | +71.5% | +54.0% |
| YTD | +5.8% | -44.9% | +50.7% | +27.1% |
| 1Y | +38.7% | -38.6% | +77.3% | +58.0% |
| 3Y | +175.8% | +4.0% | +171.8% | +138.6% |
| All | +104.9% | +99.8% | +5.1% | +26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling