+3,552.3%
ASX vs FICO
+5,667.4%
-2,115.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.2% | -0.7% | -3.0% |
| 7D | -14.6% | +0.4% | -15.0% | -14.7% |
| 30D | -21.1% | +1.7% | -22.7% | -22.4% |
| 3M | -3.1% | -33.0% | +30.0% | +4.4% |
| 6M | +17.4% | -33.9% | +51.2% | +22.8% |
| YTD | +135.3% | -58.5% | +193.9% | +180.2% |
| 1Y | +146.5% | -56.4% | +202.9% | +187.4% |
| 3Y | +403.1% | -24.7% | +427.7% | +362.9% |
| 5Y | +551.7% | +83.1% | +468.6% | +327.5% |
| 10Y | +923.7% | +517.2% | +406.5% | +335.2% |
| All | +3,552.3% | +5,667.4% | -2,115.1% | +821.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling