+5,652.3%
FICO vs FE
+567.2%
+5,085.0%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +0.4% | +1.7% | -1.3% | -0.2% |
| 30D | +1.7% | +8.1% | -6.5% | -1.2% |
| 3M | -33.0% | -1.3% | -31.7% | -32.8% |
| 6M | -33.9% | +2.9% | -36.8% | -34.7% |
| YTD | -58.5% | +8.6% | -67.1% | -59.9% |
| 1Y | -56.4% | +6.3% | -62.7% | -57.5% |
| 3Y | -24.7% | +45.1% | -69.8% | -35.7% |
| 5Y | +83.1% | +47.1% | +36.0% | +53.8% |
| 10Y | +517.2% | +110.6% | +406.6% | +345.3% |
| All | +5,652.3% | +567.2% | +5,085.0% | +2,755.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling