+386.0%
FLEX vs FICO
+84.1%
+302.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +0.9% | -14.5% | -13.7% |
| 7D | -28.3% | -0.3% | -28.1% | -28.3% |
| 30D | -45.0% | +1.7% | -46.7% | -45.3% |
| 3M | -45.2% | -35.2% | -10.1% | -43.3% |
| 6M | -30.8% | -33.7% | +2.8% | -30.6% |
| YTD | +10.4% | -58.2% | +68.6% | +21.9% |
| 1Y | +2.3% | -56.6% | +58.8% | +11.4% |
| 3Y | +238.9% | -24.0% | +262.9% | +195.6% |
| 5Y | +386.0% | +86.1% | +299.9% | +216.9% |
| All | +386.0% | +84.1% | +302.0% | +216.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling