-24.8%
FICO vs ED
+47.4%
-72.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.9% | +2.7% |
| 7D | -0.1% | -0.1% | 0.0% | 0.0% |
| 30D | +8.4% | +11.6% | -3.2% | +7.8% |
| 3M | -30.5% | +10.5% | -41.0% | -30.9% |
| 6M | -35.7% | +13.2% | -48.9% | -35.8% |
| YTD | -57.2% | +22.1% | -79.3% | -57.0% |
| 1Y | -58.4% | +24.2% | -82.6% | -58.2% |
| 3Y | -24.8% | +46.9% | -71.7% | -25.4% |
| All | -24.8% | +47.4% | -72.2% | -25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling