+643.2%
GEV vs FICO
-27.8%
+670.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.1% |
| 7D | +8.1% | -15.4% | +23.5% | +8.8% |
| 30D | -1.9% | -10.4% | +8.5% | -1.6% |
| 3M | +4.1% | -22.7% | +26.8% | +4.2% |
| 6M | +23.2% | -36.8% | +60.0% | +28.7% |
| YTD | +48.9% | -44.8% | +93.7% | +61.3% |
| 1Y | +62.2% | -39.3% | +101.5% | +67.1% |
| All | +643.2% | -27.8% | +670.9% | +582.5% |
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