+78,963.7%
FICO vs ED
+2,522.9%
+76,440.8%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.6% |
| 7D | -0.3% | +5.2% | -5.4% | -1.7% |
| 30D | +1.7% | +15.5% | -13.8% | -2.4% |
| 3M | -35.2% | +13.0% | -48.2% | -37.4% |
| 6M | -33.7% | +13.1% | -46.8% | -35.9% |
| YTD | -58.2% | +25.3% | -83.4% | -60.9% |
| 1Y | -56.6% | +30.5% | -87.1% | -59.9% |
| 3Y | -24.0% | +49.3% | -73.3% | -33.5% |
| 5Y | +86.1% | +84.6% | +1.5% | +51.6% |
| 10Y | +522.8% | +135.4% | +387.4% | +359.8% |
| All | +78,963.7% | +2,522.9% | +76,440.8% | +44,910.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling