+157.6%
B vs FICO
+99.8%
+57.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -16.7% | +14.5% | -0.9% |
| 7D | -1.6% | -19.2% | +17.6% | 0.0% |
| 30D | +9.4% | -14.6% | +24.0% | +10.7% |
| 3M | +5.0% | -20.1% | +25.1% | +6.1% |
| 6M | -3.5% | -36.3% | +32.8% | -0.7% |
| YTD | +4.5% | -44.9% | +49.3% | +8.9% |
| 1Y | +67.8% | -38.6% | +106.4% | +72.1% |
| 3Y | +196.7% | +4.0% | +192.7% | +179.3% |
| All | +157.6% | +99.8% | +57.8% | +109.7% |
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