+602.8%
FICO vs FE
+115.1%
+487.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.6% | -16.1% | -16.5% |
| 7D | -19.2% | +1.9% | -21.1% | -19.8% |
| 30D | -14.6% | -1.2% | -13.4% | -14.2% |
| 3M | -20.1% | +3.5% | -23.6% | -21.3% |
| 6M | -36.3% | -6.1% | -30.3% | -34.8% |
| YTD | -44.9% | +7.6% | -52.5% | -46.7% |
| 1Y | -38.6% | +11.9% | -50.5% | -41.7% |
| 3Y | +4.0% | +48.4% | -44.4% | -14.1% |
| 5Y | +99.5% | +44.8% | +54.7% | +64.2% |
| All | +602.8% | +115.1% | +487.7% | +448.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling