+40.5%
ALL vs FICO
-57.1%
+97.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.2% | +6.1% | +3.2% |
| 7D | +7.5% | +0.4% | +7.1% | +7.5% |
| 30D | +19.7% | +1.7% | +18.1% | +19.3% |
| 3M | +2.9% | -33.0% | +35.9% | +5.7% |
| 6M | +23.5% | -33.9% | +57.4% | +27.7% |
| YTD | +31.1% | -58.5% | +89.7% | +42.2% |
| 1Y | +40.5% | -56.4% | +96.8% | +50.1% |
| All | +40.5% | -57.1% | +97.6% | +50.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling