-38.6%
FICO vs ED
+12.4%
-51.0%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.3% | -15.3% | -16.6% |
| 7D | -19.2% | -0.2% | -19.0% | -19.1% |
| 30D | -14.6% | -0.1% | -14.5% | -14.5% |
| 3M | -20.1% | +3.9% | -24.0% | -18.5% |
| 6M | -36.3% | -3.0% | -33.3% | -36.0% |
| YTD | -44.9% | +10.7% | -55.5% | -42.3% |
| 1Y | -38.6% | +13.3% | -52.0% | -35.1% |
| All | -38.6% | +12.4% | -51.0% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling