+10.2%
FLEX vs FICO
-58.2%
+68.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.5% |
| 7D | -19.3% | -0.9% | -18.4% | -19.5% |
| 30D | -41.5% | +3.3% | -44.9% | -40.8% |
| 3M | -43.1% | -31.7% | -11.4% | -47.3% |
| 6M | -48.2% | -34.0% | -14.2% | -52.7% |
| YTD | +15.5% | -58.3% | +73.8% | +2.3% |
| 1Y | +10.2% | -57.9% | +68.1% | -3.6% |
| All | +10.2% | -58.2% | +68.4% | -3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling