+855.0%
EXPE vs FICO
+2,483.1%
-1,628.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -16.7% | +15.0% | +5.6% |
| 7D | -9.5% | -19.2% | +9.7% | -1.5% |
| 30D | -6.6% | -14.6% | +8.0% | -1.1% |
| 3M | +31.4% | -20.1% | +51.5% | +41.4% |
| 6M | +35.2% | -36.3% | +71.5% | +57.6% |
| YTD | +5.8% | -44.9% | +50.7% | +31.6% |
| 1Y | +38.7% | -38.6% | +77.3% | +61.5% |
| 3Y | +175.8% | +4.0% | +171.8% | +137.6% |
| 5Y | +111.8% | +99.5% | +12.3% | +28.6% |
| 10Y | +179.7% | +604.7% | -425.0% | -11.7% |
| All | +855.0% | +2,483.1% | -1,628.1% | +18.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling