+57.7%
GEV vs FICO
-39.1%
+96.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -16.7% | +16.7% | -3.5% |
| 7D | +3.3% | -19.2% | +22.5% | -1.1% |
| 30D | -7.5% | -14.6% | +7.1% | -10.1% |
| 3M | -2.2% | -20.1% | +17.9% | -6.0% |
| 6M | +12.1% | -36.3% | +48.4% | +7.4% |
| YTD | +44.4% | -44.9% | +89.2% | +39.4% |
| 1Y | +57.7% | -38.6% | +96.3% | +51.5% |
| All | +57.7% | -39.1% | +96.7% | +51.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling