+4,785.6%
FLEX vs FICO
+19,478.3%
-14,692.8%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +0.9% | -14.5% | -13.9% |
| 7D | -28.3% | -0.3% | -28.1% | -28.2% |
| 30D | -45.0% | +1.7% | -46.7% | -46.2% |
| 3M | -45.2% | -35.2% | -10.1% | -39.2% |
| 6M | -30.8% | -33.7% | +2.8% | -27.1% |
| YTD | +10.4% | -58.2% | +68.6% | +34.4% |
| 1Y | +2.3% | -56.6% | +58.8% | +22.2% |
| 3Y | +238.9% | -24.0% | +262.9% | +200.9% |
| 5Y | +386.0% | +86.1% | +299.9% | +180.6% |
| 10Y | +551.1% | +522.8% | +28.3% | +129.8% |
| All | +4,785.6% | +19,478.3% | -14,692.8% | +579.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling