+499.7%
FICO vs ED
+129.3%
+370.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.2% |
| 7D | -0.9% | +1.6% | -2.6% | -1.4% |
| 30D | +3.3% | +13.3% | -10.0% | -0.1% |
| 3M | -31.7% | +9.7% | -41.4% | -33.4% |
| 6M | -34.0% | +12.8% | -46.8% | -36.0% |
| YTD | -58.3% | +22.3% | -80.6% | -60.6% |
| 1Y | -57.9% | +26.3% | -84.2% | -60.5% |
| 3Y | -24.1% | +45.0% | -69.1% | -32.8% |
| 5Y | +85.3% | +80.2% | +5.1% | +51.8% |
| All | +499.7% | +129.3% | +370.4% | +356.2% |
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