+23.0%
C vs FICO
-58.1%
+81.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.7% | +0.2% |
| 7D | -0.4% | +0.9% | -1.2% | -0.4% |
| 30D | -5.2% | +9.4% | -14.6% | -5.4% |
| 3M | -9.1% | -30.4% | +21.3% | -8.3% |
| 6M | -1.6% | -35.1% | +33.5% | -1.8% |
| YTD | +6.9% | -56.8% | +63.7% | +10.9% |
| 1Y | +23.0% | -58.4% | +81.4% | +27.8% |
| All | +23.0% | -58.1% | +81.1% | +27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling