+76.9%
FICO vs ED
+80.7%
-3.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.1% |
| 7D | -0.9% | +1.6% | -2.6% | -1.3% |
| 30D | +3.3% | +13.3% | -10.0% | +0.5% |
| 3M | -31.7% | +9.7% | -41.4% | -33.1% |
| 6M | -34.0% | +12.8% | -46.8% | -35.5% |
| YTD | -58.3% | +22.3% | -80.6% | -60.0% |
| 1Y | -57.9% | +26.3% | -84.2% | -59.9% |
| 3Y | -24.1% | +45.0% | -69.1% | -32.4% |
| All | +76.9% | +80.7% | -3.7% | +31.3% |
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 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