+374.8%
ALL vs FICO
+512.2%
-137.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.4% |
| 7D | -1.9% | -0.9% | -1.0% | -1.8% |
| 30D | +13.8% | +3.3% | +10.4% | +12.5% |
| 3M | -7.0% | -31.7% | +24.7% | -1.8% |
| 6M | +18.0% | -34.0% | +52.0% | +24.4% |
| YTD | +24.2% | -58.3% | +82.5% | +42.7% |
| 1Y | +31.2% | -57.9% | +89.1% | +50.2% |
| 3Y | +107.5% | -24.1% | +131.6% | +96.4% |
| 5Y | +144.8% | +85.3% | +59.5% | +71.9% |
| All | +374.8% | +512.2% | -137.5% | +138.9% |
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