+76.9%
FICO vs EAT
+361.6%
-284.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.2% |
| 7D | -0.9% | -2.6% | +1.7% | -0.5% |
| 30D | +3.3% | +11.5% | -8.1% | +0.3% |
| 3M | -31.7% | -9.1% | -22.6% | -31.0% |
| 6M | -34.0% | +40.4% | -74.4% | -40.1% |
| YTD | -58.3% | +43.9% | -102.3% | -63.1% |
| 1Y | -57.9% | +101.9% | -159.9% | -66.1% |
| 3Y | -24.1% | +489.9% | -513.9% | -57.2% |
| All | +76.9% | +361.6% | -284.7% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling