-36.3%
FICO vs EAT
+63.0%
-99.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.6% | -17.3% | -16.7% |
| 7D | -19.2% | 0.0% | -19.2% | -19.2% |
| 30D | -14.6% | +1.9% | -16.5% | -14.7% |
| 3M | -20.1% | +68.7% | -88.8% | -18.8% |
| 6M | -36.3% | +66.9% | -103.2% | -35.7% |
| All | -36.3% | +63.0% | -99.3% | -35.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling