+414.3%
ASX vs FICO
+84.1%
+330.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | +0.9% | -21.7% | -20.9% |
| 7D | -33.3% | -0.3% | -33.0% | -33.3% |
| 30D | -36.5% | +1.7% | -38.2% | -37.1% |
| 3M | -19.2% | -35.2% | +16.0% | -15.0% |
| 6M | -10.2% | -33.7% | +23.4% | -9.1% |
| YTD | +86.5% | -58.2% | +144.6% | +111.8% |
| 1Y | +89.6% | -56.6% | +146.2% | +112.0% |
| 3Y | +298.6% | -24.0% | +322.6% | +235.1% |
| 5Y | +414.3% | +86.1% | +328.2% | +196.9% |
| All | +414.3% | +84.1% | +330.2% | +196.9% |
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 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