+531.6%
FICO vs EAT
+375.0%
+156.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.5% | +4.2% | +3.1% |
| 7D | -0.1% | -3.9% | +3.9% | +0.7% |
| 30D | +8.4% | +5.0% | +3.4% | +6.5% |
| 3M | -30.5% | -9.6% | -20.9% | -29.6% |
| 6M | -35.7% | +46.8% | -82.5% | -42.6% |
| YTD | -57.2% | +41.8% | -99.0% | -62.1% |
| 1Y | -58.4% | +98.3% | -156.7% | -66.3% |
| 3Y | -24.8% | +503.1% | -527.9% | -56.3% |
| 5Y | +79.3% | +356.7% | -277.4% | +6.3% |
| 10Y | +531.6% | +349.8% | +181.9% | +179.5% |
| All | +531.6% | +375.0% | +156.7% | +179.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling