-58.5%
FICO vs EAT
+75.7%
-134.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | +2.2% | -4.0% | +6.2% | +2.2% |
| 30D | +0.1% | -2.9% | +3.0% | +0.2% |
| 3M | -35.2% | -16.9% | -18.3% | -35.0% |
| 6M | -32.4% | +57.0% | -89.3% | -33.9% |
| YTD | -57.4% | +38.2% | -95.6% | -59.1% |
| 1Y | -58.5% | +69.3% | -127.8% | -62.6% |
| All | -58.5% | +75.7% | -134.2% | -62.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling