+299.6%
ASX vs FICO
-24.0%
+323.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | +0.9% | -21.7% | -20.8% |
| 7D | -33.3% | -0.3% | -33.0% | -33.3% |
| 30D | -36.5% | +1.7% | -38.2% | -36.7% |
| 3M | -19.2% | -35.2% | +16.0% | -18.0% |
| 6M | -10.2% | -33.7% | +23.4% | -11.5% |
| YTD | +86.5% | -58.2% | +144.6% | +99.2% |
| 1Y | +89.6% | -56.6% | +146.2% | +100.1% |
| All | +299.6% | -24.0% | +323.6% | +188.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling