+442.4%
FLEX vs FICO
+4.8%
+437.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -16.7% | +18.2% | +1.5% |
| 7D | -0.9% | -19.2% | +18.3% | -0.9% |
| 30D | -10.1% | -14.6% | +4.4% | -10.1% |
| 3M | -31.3% | -20.1% | -11.3% | -32.0% |
| 6M | +71.3% | -36.3% | +107.6% | +75.1% |
| YTD | +81.2% | -44.9% | +126.1% | +90.7% |
| 1Y | +98.5% | -38.6% | +137.1% | +99.8% |
| All | +442.4% | +4.8% | +437.6% | +384.3% |
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