+514.9%
GEV vs FICO
-44.3%
+559.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -1.9% |
| 7D | +3.7% | +2.2% | +1.5% | +3.7% |
| 30D | -14.7% | +0.1% | -14.8% | -14.9% |
| 3M | -23.4% | -35.2% | +11.7% | -22.6% |
| 6M | -24.3% | -32.4% | +8.0% | -25.3% |
| YTD | +23.2% | -57.4% | +80.6% | +33.9% |
| 1Y | +44.2% | -58.5% | +102.8% | +58.0% |
| All | +514.9% | -44.3% | +559.1% | +466.6% |
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