+39.5%
EXPE vs FICO
+81.4%
-42.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -4.7% |
| 7D | -9.3% | -0.9% | -8.4% | -9.2% |
| 30D | +0.1% | +3.3% | -3.2% | -1.6% |
| 3M | -15.3% | -31.7% | +16.4% | -7.3% |
| 6M | +5.5% | -34.0% | +39.4% | +15.2% |
| YTD | -8.0% | -58.3% | +50.4% | +18.0% |
| 1Y | +18.9% | -57.9% | +76.8% | +51.9% |
| 3Y | +135.5% | -24.1% | +159.6% | +119.9% |
| All | +39.5% | +81.4% | -42.0% | -16.7% |
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