-28.0%
FICO vs FE
+49.2%
-77.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.3% |
| 7D | +4.0% | -0.4% | +4.4% | +4.0% |
| 30D | -1.5% | +3.6% | -5.1% | -1.9% |
| 3M | -29.8% | +0.3% | -30.1% | -29.8% |
| 6M | -33.3% | +6.4% | -39.7% | -33.5% |
| YTD | -56.9% | +8.1% | -65.0% | -57.0% |
| 1Y | -59.5% | +4.6% | -64.1% | -59.5% |
| All | -28.0% | +49.2% | -77.2% | -30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling