+256.8%
FLEX vs FICO
-24.3%
+281.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.6% |
| 7D | -19.3% | -0.9% | -18.4% | -19.3% |
| 30D | -41.5% | +3.3% | -44.9% | -41.5% |
| 3M | -43.1% | -31.7% | -11.4% | -43.2% |
| 6M | -48.2% | -34.0% | -14.2% | -49.5% |
| YTD | +15.5% | -58.3% | +73.8% | +21.3% |
| 1Y | +10.2% | -57.9% | +68.1% | +15.3% |
| 3Y | +256.8% | -24.1% | +280.9% | +192.2% |
| All | +256.8% | -24.3% | +281.1% | +192.2% |
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