+912.2%
EXPE vs FICO
+1,842.4%
-930.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -3.2% | +13.8% | +11.9% |
| 7D | +14.6% | +0.4% | +14.2% | +14.3% |
| 30D | +21.4% | +1.7% | +19.8% | +19.3% |
| 3M | +1.4% | -33.0% | +34.4% | +14.2% |
| 6M | +28.6% | -33.9% | +62.5% | +43.1% |
| YTD | +12.1% | -58.5% | +70.7% | +51.1% |
| 1Y | +50.0% | -56.4% | +106.4% | +97.6% |
| 3Y | +184.1% | -24.7% | +208.8% | +170.7% |
| 5Y | +103.3% | +83.1% | +20.2% | +21.9% |
| 10Y | +165.3% | +517.2% | -351.9% | -15.4% |
| All | +912.2% | +1,842.4% | -930.3% | +36.1% |
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