+539.5%
FICO vs ED
+141.1%
+398.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | +4.0% | -0.9% | +4.9% | +4.2% |
| 30D | -1.5% | +11.2% | -12.7% | -4.3% |
| 3M | -29.8% | +11.8% | -41.6% | -31.9% |
| 6M | -33.3% | +14.1% | -47.3% | -35.5% |
| YTD | -56.9% | +23.0% | -79.9% | -59.3% |
| 1Y | -59.5% | +23.7% | -83.1% | -61.8% |
| 3Y | -26.9% | +47.7% | -74.6% | -35.7% |
| 5Y | +92.9% | +82.6% | +10.3% | +57.3% |
| 10Y | +539.5% | +141.8% | +397.7% | +374.9% |
| All | +539.5% | +141.1% | +398.4% | +374.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling