+76.9%
FICO vs FE
+42.2%
+34.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | 0.0% |
| 7D | -0.9% | -1.0% | +0.1% | -0.7% |
| 30D | +3.3% | +4.1% | -0.8% | +2.2% |
| 3M | -31.7% | -1.0% | -30.7% | -31.6% |
| 6M | -34.0% | +4.0% | -38.0% | -34.8% |
| YTD | -58.3% | +6.8% | -65.2% | -59.2% |
| 1Y | -57.9% | +5.3% | -63.2% | -58.6% |
| 3Y | -24.1% | +44.6% | -68.6% | -34.5% |
| All | +76.9% | +42.2% | +34.7% | +41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling