+510.2%
GEV vs FICO
-43.4%
+553.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.0% | -4.8% | -3.9% |
| 7D | -13.2% | +0.9% | -14.1% | -13.2% |
| 30D | -20.6% | +9.4% | -30.1% | -21.1% |
| 3M | -19.5% | -30.4% | +10.9% | -18.9% |
| 6M | -23.3% | -35.1% | +11.8% | -23.8% |
| YTD | +22.2% | -56.8% | +79.0% | +32.9% |
| 1Y | +37.8% | -58.4% | +96.2% | +51.5% |
| All | +510.2% | -43.4% | +553.6% | +462.1% |
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 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