+92.9%
FICO vs EAT
+362.5%
-269.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -0.8% |
| 7D | +4.0% | -8.9% | +12.9% | +6.0% |
| 30D | -1.5% | +3.4% | -4.9% | -2.8% |
| 3M | -29.8% | -9.3% | -20.5% | -29.1% |
| 6M | -33.3% | +43.8% | -77.0% | -39.9% |
| YTD | -56.9% | +39.9% | -96.8% | -61.6% |
| 1Y | -59.5% | +89.7% | -149.2% | -66.8% |
| 3Y | -26.9% | +491.3% | -518.1% | -58.8% |
| 5Y | +92.9% | +365.4% | -272.5% | +6.3% |
| All | +92.9% | +362.5% | -269.6% | +6.3% |
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 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