+86.1%
FICO vs ED
+86.8%
-0.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.7% |
| 7D | -0.3% | +5.2% | -5.4% | -1.4% |
| 30D | +1.7% | +15.5% | -13.8% | -1.4% |
| 3M | -35.2% | +13.0% | -48.2% | -36.9% |
| 6M | -33.7% | +13.1% | -46.8% | -35.3% |
| YTD | -58.2% | +25.3% | -83.4% | -60.0% |
| 1Y | -56.6% | +30.5% | -87.1% | -58.9% |
| 3Y | -24.0% | +49.3% | -73.3% | -32.6% |
| 5Y | +86.1% | +84.6% | +1.5% | +45.2% |
| All | +86.1% | +86.8% | -0.7% | +45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling