+122.2%
ALL vs FICO
+99.8%
+22.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -16.7% | +15.3% | +0.5% |
| 7D | 0.0% | -19.2% | +19.2% | +2.2% |
| 30D | -1.5% | -14.6% | +13.1% | -0.1% |
| 3M | +23.6% | -20.1% | +43.7% | +26.2% |
| 6M | +22.3% | -36.3% | +58.7% | +27.4% |
| YTD | +26.5% | -44.9% | +71.4% | +33.7% |
| 1Y | +27.0% | -38.6% | +65.6% | +31.9% |
| 3Y | +149.6% | +4.0% | +145.6% | +139.8% |
| All | +122.2% | +99.8% | +22.4% | +98.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling