+541.4%
FICO vs EAT
+320.8%
+220.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +2.2% | -4.0% | +6.2% | +3.1% |
| 30D | +0.1% | -2.9% | +3.0% | +0.2% |
| 3M | -35.2% | -16.9% | -18.3% | -32.9% |
| 6M | -32.4% | +57.0% | -89.3% | -40.6% |
| YTD | -57.4% | +38.2% | -95.6% | -62.1% |
| 1Y | -58.5% | +69.3% | -127.8% | -65.0% |
| 3Y | -28.9% | +483.0% | -511.8% | -58.3% |
| 5Y | +91.7% | +364.1% | -272.4% | +13.0% |
| All | +541.4% | +320.8% | +220.6% | +200.5% |
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