+221.9%
C vs FICO
+514.7%
-292.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.9% | -6.0% | -5.3% |
| 7D | -5.3% | -0.3% | -5.0% | -5.3% |
| 30D | -7.3% | +1.7% | -9.0% | -8.6% |
| 3M | -13.5% | -35.2% | +21.7% | -4.7% |
| 6M | -6.5% | -33.7% | +27.2% | -0.3% |
| YTD | +3.6% | -58.2% | +61.8% | +27.8% |
| 1Y | +18.9% | -56.6% | +75.5% | +44.1% |
| 3Y | +205.0% | -24.0% | +228.9% | +173.0% |
| 5Y | +109.4% | +86.1% | +23.3% | +16.0% |
| All | +221.9% | +514.7% | -292.8% | +1.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling