+526.6%
GEV vs FICO
-44.5%
+571.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.8% | +1.3% |
| 7D | +6.2% | +1.4% | +4.8% | +6.2% |
| 30D | -18.4% | -0.8% | -17.7% | -18.6% |
| 3M | -21.2% | -31.3% | +10.1% | -20.7% |
| 6M | -23.6% | -33.9% | +10.4% | -24.4% |
| YTD | +25.5% | -57.6% | +83.1% | +36.5% |
| 1Y | +42.6% | -59.7% | +102.2% | +57.4% |
| All | +526.6% | -44.5% | +571.1% | +477.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling