+5,555.0%
FLEX vs FICO
+19,302.0%
-13,747.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -3.2% | -9.1% | -11.2% |
| 7D | -17.0% | +0.4% | -17.4% | -17.0% |
| 30D | -33.8% | +1.7% | -35.5% | -35.2% |
| 3M | -39.0% | -33.0% | -6.0% | -33.2% |
| 6M | -15.9% | -33.9% | +18.0% | -11.3% |
| YTD | +27.8% | -58.5% | +86.4% | +56.2% |
| 1Y | +25.0% | -56.4% | +81.3% | +49.0% |
| 3Y | +292.3% | -24.7% | +316.9% | +249.6% |
| 5Y | +472.6% | +83.1% | +389.5% | +232.8% |
| 10Y | +653.7% | +517.2% | +136.5% | +167.0% |
| All | +5,555.0% | +19,302.0% | -13,747.0% | +689.1% |
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