+78,963.7%
FICO vs EAT
+10,748.9%
+68,214.8%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.4% | +1.7% |
| 7D | -0.3% | -3.3% | +3.0% | +0.4% |
| 30D | +1.7% | +11.7% | -10.0% | -1.5% |
| 3M | -35.2% | -5.9% | -29.3% | -35.0% |
| 6M | -33.7% | +46.7% | -80.4% | -40.5% |
| YTD | -58.2% | +48.2% | -106.3% | -63.1% |
| 1Y | -56.6% | +105.4% | -162.0% | -64.8% |
| 3Y | -24.0% | +502.8% | -526.7% | -54.2% |
| 5Y | +86.1% | +376.3% | -290.2% | +13.4% |
| 10Y | +522.8% | +400.0% | +122.8% | +211.8% |
| All | +78,963.7% | +10,748.9% | +68,214.8% | +19,544.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling