+241.2%
FLEX vs FICO
-24.0%
+265.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +0.9% | -14.5% | -13.6% |
| 7D | -28.3% | -0.3% | -28.1% | -28.3% |
| 30D | -45.0% | +1.7% | -46.7% | -45.0% |
| 3M | -45.2% | -35.2% | -10.1% | -45.3% |
| 6M | -30.8% | -33.7% | +2.8% | -32.5% |
| YTD | +10.4% | -58.2% | +68.6% | +16.0% |
| 1Y | +2.3% | -56.6% | +58.8% | +6.3% |
| All | +241.2% | -24.0% | +265.2% | +179.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling