+51.6%
EXPE vs FICO
+84.1%
-32.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | +0.9% | -14.6% | -14.0% |
| 7D | -3.6% | -0.3% | -3.4% | -3.7% |
| 30D | +4.8% | +1.7% | +3.1% | +3.4% |
| 3M | -14.6% | -35.2% | +20.6% | -4.7% |
| 6M | +10.0% | -33.7% | +43.6% | +20.0% |
| YTD | -3.3% | -58.2% | +54.9% | +23.9% |
| 1Y | +28.4% | -56.6% | +85.0% | +62.3% |
| 3Y | +145.1% | -24.0% | +169.1% | +128.6% |
| 5Y | +51.6% | +86.1% | -34.4% | -12.4% |
| All | +51.6% | +84.1% | -32.4% | -12.4% |
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