+101.7%
FICO vs ED
+67.1%
+34.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.3% | -15.3% | -16.4% |
| 7D | -19.2% | -0.2% | -19.0% | -19.1% |
| 30D | -14.6% | -0.1% | -14.5% | -14.6% |
| 3M | -20.1% | +3.9% | -24.0% | -20.4% |
| 6M | -36.3% | -3.0% | -33.3% | -35.9% |
| YTD | -44.9% | +10.7% | -55.5% | -45.8% |
| 1Y | -38.6% | +13.3% | -52.0% | -40.0% |
| 3Y | +4.0% | +34.5% | -30.5% | -5.4% |
| All | +101.7% | +67.1% | +34.6% | +71.5% |
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