+473.3%
FLEX vs FICO
+88.0%
+385.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.2% | +4.0% | +3.8% |
| 7D | +2.2% | +4.0% | -1.7% | +1.8% |
| 30D | -32.6% | -1.5% | -31.1% | -32.7% |
| 3M | -35.5% | -29.8% | -5.7% | -33.8% |
| 6M | -45.6% | -33.3% | -12.3% | -45.2% |
| YTD | +30.7% | -56.9% | +87.6% | +44.1% |
| 1Y | +28.4% | -59.5% | +87.8% | +43.9% |
| 3Y | +301.7% | -26.9% | +328.5% | +255.9% |
| 5Y | +473.3% | +92.9% | +380.4% | +258.6% |
| All | +473.3% | +88.0% | +385.3% | +258.6% |
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 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