-24.1%
FICO vs EAT
+486.0%
-510.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | 0.0% |
| 7D | -0.9% | -2.6% | +1.7% | -0.6% |
| 30D | +3.3% | +11.5% | -8.1% | +1.3% |
| 3M | -31.7% | -9.1% | -22.6% | -31.2% |
| 6M | -34.0% | +40.4% | -74.4% | -38.4% |
| YTD | -58.3% | +43.9% | -102.3% | -61.8% |
| 1Y | -57.9% | +101.9% | -159.9% | -64.4% |
| 3Y | -24.1% | +489.9% | -513.9% | -45.3% |
| All | -24.1% | +486.0% | -510.1% | -45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling