+39.6%
ALL vs FICO
-55.7%
+95.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.0% |
| 7D | +4.2% | -0.3% | +4.5% | +4.2% |
| 30D | +18.9% | +1.7% | +17.2% | +18.4% |
| 3M | +1.2% | -35.2% | +36.4% | +4.3% |
| 6M | +23.2% | -33.7% | +56.9% | +27.4% |
| YTD | +30.0% | -58.2% | +88.2% | +41.0% |
| 1Y | +39.6% | -56.6% | +96.2% | +49.6% |
| All | +39.6% | -55.7% | +95.3% | +49.6% |
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 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