+156.2%
ALL vs FICO
+84.1%
+72.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.9% |
| 6M | +23.2% | -33.7% | +56.9% | +27.1% |
| YTD | +30.0% | -58.2% | +88.2% | +40.3% |
| 1Y | +39.6% | -56.6% | +96.2% | +50.0% |
| 3Y | +115.2% | -24.0% | +139.2% | +112.9% |
| 5Y | +156.2% | +86.1% | +70.2% | +123.3% |
| All | +156.2% | +84.1% | +72.2% | +123.3% |
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