+7,917.6%
FLEX vs FICO
+25,701.7%
-17,784.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -16.7% | +18.2% | +7.7% |
| 7D | -0.9% | -19.2% | +18.3% | +6.4% |
| 30D | -10.1% | -14.6% | +4.4% | -6.2% |
| 3M | -31.3% | -20.1% | -11.3% | -28.9% |
| 6M | +71.3% | -36.3% | +107.6% | +87.2% |
| YTD | +81.2% | -44.9% | +126.1% | +107.4% |
| 1Y | +98.5% | -38.6% | +137.1% | +112.2% |
| 3Y | +428.2% | +4.0% | +424.3% | +332.2% |
| 5Y | +657.3% | +99.5% | +557.7% | +348.7% |
| 10Y | +995.9% | +604.7% | +391.3% | +285.3% |
| All | +7,917.6% | +25,701.7% | -17,784.0% | +947.8% |
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