+541.4%
FICO vs ED
+147.1%
+394.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | 0.0% |
| 7D | +2.2% | +2.1% | +0.2% | +1.7% |
| 30D | +0.1% | +10.4% | -10.3% | -2.6% |
| 3M | -35.2% | +12.5% | -47.7% | -37.2% |
| 6M | -32.4% | +14.9% | -47.3% | -34.8% |
| YTD | -57.4% | +24.8% | -82.2% | -59.9% |
| 1Y | -58.5% | +23.8% | -82.4% | -60.9% |
| 3Y | -28.9% | +51.6% | -80.5% | -37.9% |
| 5Y | +91.7% | +86.4% | +5.3% | +55.4% |
| All | +541.4% | +147.1% | +394.3% | +375.4% |
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