-58.4%
FICO vs ED
+25.7%
-84.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.7% |
| 7D | +0.9% | +2.1% | -1.2% | +0.2% |
| 30D | +9.4% | +12.4% | -3.0% | +5.9% |
| 3M | -30.4% | +13.1% | -43.5% | -32.7% |
| 6M | -35.1% | +14.1% | -49.2% | -36.2% |
| YTD | -56.8% | +23.1% | -79.8% | -56.2% |
| 1Y | -58.4% | +25.4% | -83.8% | -58.1% |
| All | -58.4% | +25.7% | -84.1% | -58.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling