+565.2%
FLEX vs FICO
+512.2%
+53.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.7% |
| 7D | -19.3% | -0.9% | -18.4% | -19.0% |
| 30D | -41.5% | +3.3% | -44.9% | -42.9% |
| 3M | -43.1% | -31.7% | -11.4% | -38.5% |
| 6M | -48.2% | -34.0% | -14.2% | -46.2% |
| YTD | +15.5% | -58.3% | +73.8% | +40.8% |
| 1Y | +10.2% | -57.9% | +68.1% | +33.3% |
| 3Y | +256.8% | -24.1% | +280.9% | +189.7% |
| 5Y | +408.2% | +85.3% | +322.9% | +127.6% |
| All | +565.2% | +512.2% | +53.0% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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