+602.8%
FICO vs ED
+103.0%
+499.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.3% | -15.3% | -16.3% |
| 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% | -20.7% |
| 6M | -36.3% | -3.0% | -33.3% | -35.8% |
| YTD | -44.9% | +10.7% | -55.5% | -46.4% |
| 1Y | -38.6% | +13.3% | -52.0% | -40.8% |
| 3Y | +4.0% | +34.5% | -30.5% | -6.6% |
| 5Y | +99.5% | +67.1% | +32.4% | +65.6% |
| All | +602.8% | +103.0% | +499.8% | +437.9% |
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