+492.6%
GEV vs FICO
-45.5%
+538.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | -9.8% | -0.9% | -8.8% | -9.7% |
| 30D | -22.3% | +3.3% | -25.7% | -22.6% |
| 3M | -22.6% | -31.7% | +9.2% | -22.0% |
| 6M | -30.7% | -34.0% | +3.2% | -31.7% |
| YTD | +18.7% | -58.3% | +77.1% | +29.2% |
| 1Y | +41.0% | -57.9% | +99.0% | +52.8% |
| All | +492.6% | -45.5% | +538.1% | +446.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling