+371.6%
ALL vs FICO
+527.0%
-155.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +5.0% | +2.2% | +2.8% | +4.6% |
| 30D | +13.3% | +0.1% | +13.2% | +12.9% |
| 3M | +3.2% | -35.2% | +38.3% | +10.2% |
| 6M | +25.3% | -32.4% | +57.7% | +31.6% |
| YTD | +30.5% | -57.4% | +87.9% | +49.3% |
| 1Y | +29.2% | -58.5% | +87.7% | +48.6% |
| 3Y | +119.1% | -28.9% | +148.0% | +111.2% |
| 5Y | +162.6% | +91.7% | +70.9% | +82.8% |
| All | +371.6% | +527.0% | -155.4% | +129.6% |
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