+538.9%
FICO vs ED
+143.7%
+395.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +1.4% | -1.7% | +3.1% | +1.9% |
| 30D | -0.8% | +10.7% | -11.5% | -3.5% |
| 3M | -31.3% | +11.6% | -42.9% | -33.3% |
| 6M | -33.9% | +13.5% | -47.4% | -36.1% |
| YTD | -57.6% | +23.1% | -80.7% | -59.9% |
| 1Y | -59.7% | +23.1% | -82.7% | -61.9% |
| 3Y | -28.0% | +47.9% | -76.0% | -36.8% |
| 5Y | +91.0% | +83.9% | +7.1% | +55.4% |
| All | +538.9% | +143.7% | +395.2% | +375.3% |
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