+104,095.6%
FICO vs ED
+2,217.3%
+101,878.3%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.3% | -15.3% | -16.3% |
| 7D | -19.2% | -0.2% | -19.0% | -19.1% |
| 30D | -14.6% | -0.1% | -14.5% | -14.5% |
| 3M | -20.1% | +3.9% | -24.0% | -20.9% |
| 6M | -36.3% | -3.0% | -33.3% | -35.8% |
| YTD | -44.9% | +10.7% | -55.5% | -46.6% |
| 1Y | -38.6% | +13.3% | -52.0% | -41.0% |
| 3Y | +4.0% | +34.5% | -30.5% | -6.4% |
| 5Y | +99.5% | +67.1% | +32.4% | +67.1% |
| 10Y | +604.7% | +103.0% | +501.6% | +443.1% |
| All | +104,095.6% | +2,217.3% | +101,878.3% | +61,377.8% |
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