-23.8%
FICO vs ED
+48.1%
-71.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.9% |
| 7D | -0.3% | +5.2% | -5.4% | -0.6% |
| 30D | +1.7% | +15.5% | -13.8% | +0.9% |
| 3M | -35.2% | +13.0% | -48.2% | -35.7% |
| 6M | -33.7% | +13.1% | -46.8% | -34.0% |
| YTD | -58.2% | +25.3% | -83.4% | -58.0% |
| 1Y | -56.6% | +30.5% | -87.1% | -56.4% |
| All | -23.8% | +48.1% | -71.8% | -24.4% |
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