+710.4%
B vs FICO
+78,251.7%
-77,541.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -3.2% | +11.5% | +8.4% |
| 7D | +1.1% | +0.4% | +0.7% | +1.1% |
| 30D | +0.3% | +1.7% | -1.3% | +0.1% |
| 3M | +5.4% | -33.0% | +38.5% | +6.8% |
| 6M | +5.5% | -33.9% | +39.4% | +6.6% |
| YTD | -6.3% | -58.5% | +52.2% | -3.7% |
| 1Y | +29.4% | -56.4% | +85.7% | +32.6% |
| 3Y | +160.3% | -24.7% | +184.9% | +159.5% |
| 5Y | +144.6% | +83.1% | +61.5% | +134.6% |
| 10Y | +169.3% | +517.2% | -347.9% | +148.7% |
| All | +710.4% | +78,251.7% | -77,541.3% | +697.8% |
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